Sonia Sotoca

Available identifiers

zbMath Open sotoca.soniaMaRDI QIDQ1127410

List of research outcomes

Publication	Date of Publication	Type
Minimally conditioned likelihood for a nonstationary state space model	2021-02-18	Paper
Single and multiple error state-space models for signal extraction	2020-03-27	Paper
https://portal.mardi4nfdi.de/entity/Q3188233	2016-08-17	Paper
Decomposition of a state-space model with inputs	2011-07-06	Paper
Likelihood stabilization for ill-conditioned vector GARCH models	2011-04-06	Paper
An Exact Multivariate Model-Based Structural Decomposition	2004-06-10	Paper
A fast and stable method to compute the likelihood of time invariant state-space models.	2002-07-24	Paper
The exact likelihood for a state space model with stochastic inputs	2001-11-12	Paper
Exact initial conditions for maximum likelihood estimation of state space models with stochastic inputs	1998-08-13	Paper

Research outcomes over time

Doctoral students

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Known relations from the MaRDI Knowledge Graph

Property	Value
MaRDI profile type	MaRDI person profile
instance of	human

This page was built for person: Sonia Sotoca