Diego José Pedregal

Diego J. Pedregal is Professor at the Industrial Engineering department of Universidad de Castilla-La Mancha (Spain). He obtained a first degree in Economics in June 1991 from the Universidad Autónoma de Madrid (UAM, Spain); a M.A. in Public Finance in June 1992 from the Institute for Fiscal Studies (Spain); and a Ph.D. in March 1995 from the UAM. He spent three years in the Environmental Sciences Department at Lancaster University (UK), involved in a number of projects, mainly the development of adaptive forecasting models with applications to non-stationary and non-linear, rapidly sampled, time series. He has published about 40 papers in international journals.

State Space methods applied to time series; Unobserved Components models; identification and estimation of dynamical linear and non-linear systems.