{"id":118313,"date":"2022-05-11T11:24:55","date_gmt":"2022-05-11T11:24:55","guid":{"rendered":"https:\/\/www.deberes.net\/tesis\/sin-categoria\/identificacion-de-modelos-en-series-temporales\/"},"modified":"2022-05-11T11:24:55","modified_gmt":"2022-05-11T11:24:55","slug":"identificacion-de-modelos-en-series-temporales","status":"publish","type":"post","link":"https:\/\/www.deberes.net\/tesis\/matematicas\/identificacion-de-modelos-en-series-temporales\/","title":{"rendered":"Identificacion de modelos en series temporales."},"content":{"rendered":"<h2>Tesis doctoral de <strong>  Lopez Martin Luis Javier <\/strong><\/h2>\n<p>Se recopilan los resultados mas notables sobre procesos estocasticos que son de utilidad para el estudio y analisis de las series temporales. Se estudian distintos algoritmos para estimar los parametros de modelos ar arma y ma; asi como distintos metodos para estimar el orden de estos modelos y la componente deterministica de la serie. Por ultimo se analizan las propiedades mas notables de los modelos autorregresivos con parametros aleatorios (modelos arca); finalizando la monografia con la estimacion de los parametros de estos ultimos modelos por los metodos de minimos cuadrados y de maxima verosimilitud.<\/p>\n<p>&nbsp;<\/p>\n<h3>Datos acad\u00e9micos de la tesis doctoral \u00ab<strong>Identificacion de modelos en series temporales.<\/strong>\u00ab<\/h3>\n<ul>\n<li><strong>T\u00edtulo de la tesis:<\/strong>\u00a0 Identificacion de modelos en series temporales. <\/li>\n<li><strong>Autor:<\/strong>\u00a0  Lopez Martin Luis Javier <\/li>\n<li><strong>Universidad:<\/strong>\u00a0 La laguna<\/li>\n<li><strong>Fecha de lectura de la tesis:<\/strong>\u00a0 01\/01\/1984<\/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>Miguel Sanchez Garcia<\/li>\n<\/ul>\n<\/li>\n<li><strong>Tribunal<\/strong>\n<ul>\n<li>Presidente del tribunal: Miguel Sanchez Garcia <\/li>\n<li>Francisco Jos\u00e9 Cano Sevilla (vocal)<\/li>\n<li>Macere Mayer Calil (vocal)<\/li>\n<li>Pilar Ibarrola Mu\u00f1oz (vocal)<\/li>\n<\/ul>\n<\/li>\n<\/ul>\n<p>&nbsp;<\/p>\n","protected":false},"excerpt":{"rendered":"<p>Tesis doctoral de Lopez Martin Luis Javier Se recopilan los resultados mas notables sobre procesos estocasticos que son de utilidad [&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 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