{"id":142947,"date":"1993-01-01T00:00:00","date_gmt":"1993-01-01T00:00:00","guid":{"rendered":"https:\/\/www.deberes.net\/tesis\/sin-categoria\/evaluacion-y-maximizacion-de-la-funcion-de-verosimilitud-de-procesos-arma-multivariantes\/"},"modified":"1993-01-01T00:00:00","modified_gmt":"1993-01-01T00:00:00","slug":"evaluacion-y-maximizacion-de-la-funcion-de-verosimilitud-de-procesos-arma-multivariantes","status":"publish","type":"post","link":"https:\/\/www.deberes.net\/tesis\/ciencias-economicas\/evaluacion-y-maximizacion-de-la-funcion-de-verosimilitud-de-procesos-arma-multivariantes\/","title":{"rendered":"\u00abevaluacion y maximizacion de la funcion de verosimilitud de procesos arma multivariantes\u00bb"},"content":{"rendered":"<h2>Tesis doctoral de <strong> Jos\u00e9 Alberto Mauricio Arias <\/strong><\/h2>\n<p>Se estudian por separado los problemas de la evaluacion y posterior maximizacion de la funcion de verosimilitud de procesos arma multivariantes. Se proponen tanto un nuevo algoritmo para evaluar dicha funcion, que tiene ciertas ventajas sobre los procedimientos disponibles actualmente para tal fin, como una posible forma de maximizarla.  combinando ambos procedimientos, se obtiene un nuevo algoritmo para estimar por maxima verosimilitud procesos arma multivariantes, cuyo funcionamiento en la practica se contrasta mediante un amplio conjunto de ejercicios de estimacion, en situaciones simuladas y con datos economicos reales. Los resultados sugieren un buen funcionamiento de los metodos propuestos, en general, y una comparacion favorable frente a otros metodos disponibles actualmente, en particular. Por ultimo, tambien se sugieren aplicaciones y posibles ampliaciones de las nuevas tecnicas descritas.<\/p>\n<p>&nbsp;<\/p>\n<h3>Datos acad\u00e9micos de la tesis doctoral \u00ab<strong>\u00abevaluacion y maximizacion de la funcion de verosimilitud de procesos arma multivariantes\u00bb<\/strong>\u00ab<\/h3>\n<ul>\n<li><strong>T\u00edtulo de la tesis:<\/strong>\u00a0 \u00abevaluacion y maximizacion de la funcion de verosimilitud de procesos arma multivariantes\u00bb <\/li>\n<li><strong>Autor:<\/strong>\u00a0 Jos\u00e9 Alberto Mauricio Arias <\/li>\n<li><strong>Universidad:<\/strong>\u00a0 Complutense de Madrid<\/li>\n<li><strong>Fecha de lectura de la tesis:<\/strong>\u00a0 01\/01\/1993<\/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>Arthur Treadway Binns<\/li>\n<\/ul>\n<\/li>\n<li><strong>Tribunal<\/strong>\n<ul>\n<li>Presidente del tribunal: Emilio Cerd\u00e1 Tena <\/li>\n<li>Daniel Pe\u00f1a S\u00e1nchez De Rivera (vocal)<\/li>\n<li>Alfonso Novales Cinca (vocal)<\/li>\n<li>Fernando Tusell Palmer (vocal)<\/li>\n<\/ul>\n<\/li>\n<\/ul>\n<p>&nbsp;<\/p>\n","protected":false},"excerpt":{"rendered":"<p>Tesis doctoral de Jos\u00e9 Alberto Mauricio Arias Se estudian por separado los problemas de la evaluacion y posterior maximizacion de [&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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