{"id":11758,"date":"2018-03-09T08:57:16","date_gmt":"2018-03-09T08:57:16","guid":{"rendered":"https:\/\/www.deberes.net\/tesis\/sin-categoria\/tecnicas-de-remuestreo-y-datos-omitidos-en-series-temporales\/"},"modified":"2018-03-09T08:57:16","modified_gmt":"2018-03-09T08:57:16","slug":"tecnicas-de-remuestreo-y-datos-omitidos-en-series-temporales","status":"publish","type":"post","link":"https:\/\/www.deberes.net\/tesis\/matematicas\/tecnicas-de-remuestreo-y-datos-omitidos-en-series-temporales\/","title":{"rendered":"T\u00e9cnicas de remuestreo y datos omitidos en series temporales"},"content":{"rendered":"<h2>Tesis doctoral de <strong> Andr\u00e9s Alonso Fern\u00e1ndez <\/strong><\/h2>\n<p>Se proponen nuevos m\u00e9todos de remuestreo relacionados con las t\u00e9cnicas de observaciones omitidas en el contexto de series temporales. Se presenta una modificaci\u00f3n al jackknife y al bootstrap por bloques m\u00f3viles basada en las t\u00e9cnicas de estimaci\u00f3n de observaciones omitidas. Se demuestra la consistencia de los estimadores de la varianza y de la distribuci\u00f3n muestral para la media muestral.  se construyen intervalos de predicci\u00f3n y de interpolaci\u00f3n basados en el sieve bootstrap. Se demuestra la consistencia de los estimadores de la distribuci\u00f3n de una observaci\u00f3n x condicional a la muestra observada x. Se realiza un estudio de monte carlo que ilustra el comportamiento en muestras finitas de los intervalos de predicci\u00f3n propuestos.  se proponen dos maneras de introducir la incertidumbre del modelo en los intervalos sieve bootstrap de predicci\u00f3n. Se ilustra mediante en estudio de monte carlo que los intervalos de predicci\u00f3n propuestos tienen una cobertura m\u00e1s pr\u00f3xima a la cobertura nominal que los intervalos de predicci\u00f3n que no incluyen la incertidumbre del modelo.<\/p>\n<p>&nbsp;<\/p>\n<h3>Datos acad\u00e9micos de la tesis doctoral \u00ab<strong>T\u00e9cnicas de remuestreo y datos omitidos en series temporales<\/strong>\u00ab<\/h3>\n<ul>\n<li><strong>T\u00edtulo de la tesis:<\/strong>\u00a0 T\u00e9cnicas de remuestreo y datos omitidos en series temporales <\/li>\n<li><strong>Autor:<\/strong>\u00a0 Andr\u00e9s Alonso Fern\u00e1ndez <\/li>\n<li><strong>Universidad:<\/strong>\u00a0 Carlos III de Madrid<\/li>\n<li><strong>Fecha de lectura de la tesis:<\/strong>\u00a0 28\/06\/2001<\/li>\n<\/ul>\n<p>&nbsp;<\/p>\n<h3>Direcci\u00f3n y tribunal<\/h3>\n<ul>\n<li><strong>Director de la tesis<\/strong>\n<ul>\n<li>Daniel Pe\u00f1a S\u00e1nchez De Rivera<\/li>\n<\/ul>\n<\/li>\n<li><strong>Tribunal<\/strong>\n<ul>\n<li>Presidente del tribunal: Santiago Velilla cerd\u00e1n <\/li>\n<li>wenceslao Gonz\u00e1lez manteiga (vocal)<\/li>\n<li>Antonio Cuevas gonz\u00e1lez (vocal)<\/li>\n<li> Delicado useros pedro f. (vocal)<\/li>\n<\/ul>\n<\/li>\n<\/ul>\n<p>&nbsp;<\/p>\n","protected":false},"excerpt":{"rendered":"<p>Tesis doctoral de Andr\u00e9s Alonso Fern\u00e1ndez Se proponen nuevos m\u00e9todos de remuestreo relacionados con las t\u00e9cnicas de observaciones omitidas en [&hellip;]<\/p>\n","protected":false},"author":1,"featured_media":0,"comment_status":"open","ping_status":"open","sticky":false,"template":"","format":"standard","meta":{"site-sidebar-layout":"default","site-content-layout":"","ast-site-content-layout":"","site-content-style":"default","site-sidebar-style":"default","ast-global-header-display":"","ast-banner-title-visibility":"","ast-main-header-display":"","ast-hfb-above-header-display":"","ast-hfb-below-header-display":"","ast-hfb-mobile-header-display":"","site-post-title":"","ast-breadcrumbs-content":"","ast-featured-img":"","footer-sml-layout":"","theme-transparent-header-meta":"","adv-header-id-meta":"","stick-header-meta":"","header-above-stick-meta":"","header-main-stick-meta":"","header-below-stick-meta":"","astra-migrate-meta-layouts":"default","ast-page-background-enabled":"default","ast-page-background-meta":{"desktop":{"background-color":"var(--ast-global-color-4)","background-image":"","background-repeat":"repeat","background-position":"center center","background-size":"auto","background-attachment":"scroll","background-type":"","background-media":"","overlay-type":"","overlay-color":"","overlay-gradient":""},"tablet":{"background-color":"","background-image":"","background-repeat":"repeat","background-position":"center center","background-size":"auto","background-attachment":"scroll","background-type":"","background-media":"","overlay-type":"","overlay-color":"","overlay-gradient":""},"mobile":{"background-color":"","background-image":"","background-repeat":"repeat","background-position":"center center","background-size":"auto","background-attachment":"scroll","background-type":"","background-media":"","overlay-type":"","overlay-color":"","overlay-gradient":""}},"ast-content-background-meta":{"desktop":{"background-color":"var(--ast-global-color-5)","background-image":"","background-repeat":"repeat","background-position":"center center","background-size":"auto","background-attachment":"scroll","background-type":"","background-media":"","overlay-type":"","overlay-color":"","overlay-gradient":""},"tablet":{"background-color":"var(--ast-global-color-5)","background-image":"","background-repeat":"repeat","background-position":"center center","background-size":"auto","background-attachment":"scroll","background-type":"","background-media":"","overlay-type":"","overlay-color":"","overlay-gradient":""},"mobile":{"background-color":"var(--ast-global-color-5)","background-image":"","background-repeat":"repeat","background-position":"center center","background-size":"auto","background-attachment":"scroll","background-type":"","background-media":"","overlay-type":"","overlay-color":"","overlay-gradient":""}},"footnotes":""},"categories":[18550,1477,126,11527],"tags":[38578,3151,14614,38580,38579,2767],"class_list":["post-11758","post","type-post","status-publish","format-standard","hentry","category-carlos-iii-de-madrid","category-estadistica","category-matematicas","category-series-temporales","tag-andres-alonso-fernandez","tag-antonio-cuevas-gonzalez","tag-daniel-pena-sanchez-de-rivera","tag-delicado-useros-pedro-f","tag-santiago-velilla-cerdan","tag-wenceslao-gonzalez-manteiga"],"_links":{"self":[{"href":"https:\/\/www.deberes.net\/tesis\/wp-json\/wp\/v2\/posts\/11758","targetHints":{"allow":["GET"]}}],"collection":[{"href":"https:\/\/www.deberes.net\/tesis\/wp-json\/wp\/v2\/posts"}],"about":[{"href":"https:\/\/www.deberes.net\/tesis\/wp-json\/wp\/v2\/types\/post"}],"author":[{"embeddable":true,"href":"https:\/\/www.deberes.net\/tesis\/wp-json\/wp\/v2\/users\/1"}],"replies":[{"embeddable":true,"href":"https:\/\/www.deberes.net\/tesis\/wp-json\/wp\/v2\/comments?post=11758"}],"version-history":[{"count":0,"href":"https:\/\/www.deberes.net\/tesis\/wp-json\/wp\/v2\/posts\/11758\/revisions"}],"wp:attachment":[{"href":"https:\/\/www.deberes.net\/tesis\/wp-json\/wp\/v2\/media?parent=11758"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/www.deberes.net\/tesis\/wp-json\/wp\/v2\/categories?post=11758"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/www.deberes.net\/tesis\/wp-json\/wp\/v2\/tags?post=11758"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}