Book

• Jose Casals, Alfredo Garcia-Hiernaux, Miguel Jerez, Sonia Sotoca y Alexandre Trindade (2016). "State-Space Methods for Time Series Analysis: Theory, Applications and Software". Chapman-Hall / CRC Press. ISBN 978-1-4822-1959-3. URL: www.crcpress.com/State-Space-Methods-for-Time-Series-Analysis-Theory-Applications-and-Software/Casals-GarciaHiernaux-Jerez-Sotoca-Trindade/9781482219593

Papers

• Jose Casals, Sonia Sotoca and Miguel Jerez (2014) "Minimally Conditioned Likelihood for a Nonstationary State Space Model". Mathematics and Computers in Simulation, 100C, 24-40. URL: http://dx.doi.org/10.1016/j.matcom.2013.10.006

• Alfredo Garcia-Hiernaux (2013). "Portmanteau test based on subspace methods". Colombian Journal of Statistics, 36(2), 221-235.

• Jose Casals, Sonia Sotoca and Miguel Jerez (2013) "Single versus multiple-source error models for signal extraction". Journal of Statistical Computation and Simulation. URL: http://dx.doi.org/10.1080/00949655.2013.867960

• Jose Casals, Alfredo Garcia-Hiernaux y Miguel Jerez (2012) "From general State-Space to VARMAX models". Mathematics and Computers in Simulation, 82, 924–936. URL:http://dx.doi.org/10.1016/j.matcom.2012.01.001

• Alfredo Garcia-Hiernaux, Jose Casals and Miguel Jerez (2012) "Estimating the System Order by Subspace Methods". Computational Statistics, 27, 3, 411-425. URL:http://dx.doi.org/10.1007/s00180-011-0264-2

• Alfredo Garcia-Hiernaux (2011). "Forecasting linear dynamical systems using subspace methods", Journal of Times Series Analysis, 32(5), 462-468. DOI: 10.1111/j.1467-9892.2010.00704.x.– Presented in the ISF 2009, Hong Kong, China – Proceedings.

• Jose Casals, Sonia Sotoca and Miguel Jerez (2010) "Decomposition of a State-Space Model with Inputs". Journal of Statistical Computation and Simulation, 80, 9, 979-992. URL:http://dx.doi.org/10.1080/00949650902850573

• Alfredo Garcia-Hiernaux, Jose Casals and Miguel Jerez (2010) "Unit roots and cointegration modeling through a family of flexible information criteria". Journal of Statistical Computation and Simulation, 80, 2, 173-189. URL: http://dx.doi.org/10.1080/00949650802584991

• Jose Casals, Sonia Sotoca and Miguel Jerez (2009) "Modeling and Forecasting Time Series Sampled at Different Frequencies". Journal of Forecasting, 28, 4, 316-342. URL:http://dx.doi.org/10.1002/for.1112

• Miguel Jerez, Jose Casals and Sonia Sotoca (2009) "Likelihood stabilization for ill-conditioned vector GARCH models". Computational Statistics, 24, 1, 15-35. URL: http://dx.doi.org/10.1007/s00180-007-0104-6 Una versión previa de este trabajo, titulada "The Likelihood of Multivariate GARCH Models is Ill-Conditioned" se publicó en Documentos de trabajo del ICAE, nº 9904. 

• Alfredo Garcia-Hiernaux, Jose Casals and Miguel Jerez (2009) "Fast estimation methods for time series models in state-space form". Journal of Statistical Computation and Simulation, 79, 2, 121-134. URL: http://dx.doi.org/10.1080/00949650701617249

• Alfredo Garcia-Hiernaux, Jose Casals and Miguel Jerez (2007) "Detección de raíces unitarias y cointegración mediante métodos de subespacios". Revista Colombiana de Estadística, 30, 1, pp. 77-96.

• Jose Casals, Sonia Sotoca and Miguel Jerez (2002) "An Exact Multivariate Model-Based Structural Decomposition". Journal of the American Statistical Association, 97, 458, 553-564. URL: 10.1198/016214502760047087

• Jose Casals and S. Sotoca (2001). "The exact likelihood for a state space model with stochastic inputs", Computers and Mathematics with Applications , 42, 199-209. DOI: 10.1016/S0898-1221(01)00144-4

• Jose Casals, Sonia Sotoca and Miguel Jerez (2000) "Exact smoothing for stationary and nonstationary time series". International Journal of Forecasting, 16, 1, 59-69. DOI: 10.1016/S0169-2070(99)00030-8

• Jose Casals, Sonia Sotoca and Miguel Jerez (1999) "A Fast and Stable Method to Compute the Likelihood of Time Invariant State-Space Models". Economics Letters, 65, 329-337. DOI: 10.1016/S0165-1765(99)00165-2

• Jose Casals, Sonia Sotoca and Miguel Jerez (1998) "Un algoritmo rápido para evaluar la función de verosimilitud exacta de modelos VARMAX periódicos". Estadística Española, 40, 143, 269-291.

• Jose Casals and Sonia Sotoca (1997). "Exact initial conditions for maximum likelihood estimation of state space models with stochastic inputs". Economics Letters, 57, 3, 261-267. DOI: 10.1016/S0165-1765(97)00180-8