{"id":33900,"date":"1998-01-01T00:00:00","date_gmt":"1998-01-01T00:00:00","guid":{"rendered":"https:\/\/www.deberes.net\/tesis\/sin-categoria\/familia-extendida-de-factores-exogenos-en-procesos-de-difusion-lognormales-aplicaciones\/"},"modified":"1998-01-01T00:00:00","modified_gmt":"1998-01-01T00:00:00","slug":"familia-extendida-de-factores-exogenos-en-procesos-de-difusion-lognormales-aplicaciones","status":"publish","type":"post","link":"https:\/\/www.deberes.net\/tesis\/matematicas\/familia-extendida-de-factores-exogenos-en-procesos-de-difusion-lognormales-aplicaciones\/","title":{"rendered":"Familia extendida de factores exogenos en procesos de difusion lognormales. aplicaciones."},"content":{"rendered":"<h2>Tesis doctoral de <strong> Mar\u00eda Gomez Riocerezo <\/strong><\/h2>\n<p>En esta tesis se aborda uno de los modelos de difusiones multivariantes con factores ex\u00f3genos afectando sus tendencias, que no hab\u00eda sido estudiado hasta ahora en el marco de la teor\u00eda de las difusiones lognormales. Este modelo, considera que cada variable end\u00f3gena, como proceso estoc\u00e1stico, es afectada por factores ex\u00f3genos diferentes en general para cada uno de ellos. En la tesis se plantea el modelo multivariante, se estudia su probabilidad de transici\u00f3n via ecuaciones de kolmogorov, y se obtienen los estimadores m\u00e1ximo-veros\u00edmiles de los par\u00e1metros. Tambi\u00e9n se establecen algunos contrastes de hip\u00f3tesis b\u00e1sicos. Especial inter\u00e9s se ha puesto en conseguir una formulaci\u00f3n del modelo que evite los problemas de sobreparametrizaci\u00f3n, lo que se ha conseguido t\u00e9cnicamente de manera adecuada y apta para poder aplicar sistem\u00e1ticamente el c\u00e1lculo diferencial matricial de neudecker.  se ha realizado una aplicaci\u00f3n en el marco de variables macroecon\u00f3micas, considerando el consumo privado en espa\u00f1a y portugal, como proceso de difusi\u00f3n lognormal bidimensional. Los factores ex\u00f3genos considerados, tasas de inter\u00e9s en cada naci\u00f3n citada, son diferentes para cada variable consumo de cada naci\u00f3n considerada. Se demuestra, mediante la comparaci\u00f3n de datos reales de predicci\u00f3n, que, utilizando varios modelos de difusi\u00f3n lognormales, es precisamente con el modelo establecido originalmente en la tesis con el que se obtiene mejores resultados, lo que demuestra el inter\u00e9s del mismo cara a la modelizaci\u00f3n en general.<\/p>\n<p>&nbsp;<\/p>\n<h3>Datos acad\u00e9micos de la tesis doctoral \u00ab<strong>Familia extendida de factores exogenos en procesos de difusion lognormales. aplicaciones.<\/strong>\u00ab<\/h3>\n<ul>\n<li><strong>T\u00edtulo de la tesis:<\/strong>\u00a0 Familia extendida de factores exogenos en procesos de difusion lognormales. aplicaciones. <\/li>\n<li><strong>Autor:<\/strong>\u00a0 Mar\u00eda Gomez Riocerezo <\/li>\n<li><strong>Universidad:<\/strong>\u00a0 Granada<\/li>\n<li><strong>Fecha de lectura de la tesis:<\/strong>\u00a0 01\/01\/1998<\/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>Ram\u00f3n Guti\u00e9rrez Jaimez<\/li>\n<\/ul>\n<\/li>\n<li><strong>Tribunal<\/strong>\n<ul>\n<li>Presidente del tribunal: Andr\u00e9s Gonz\u00e1lez Carmona <\/li>\n<li>Luis Parras Guijosa (vocal)<\/li>\n<li>Antonio Pascual Acosta (vocal)<\/li>\n<li>Joaquin Mu\u00f1oz Garcia (vocal)<\/li>\n<\/ul>\n<\/li>\n<\/ul>\n<p>&nbsp;<\/p>\n","protected":false},"excerpt":{"rendered":"<p>Tesis doctoral de Mar\u00eda Gomez Riocerezo En esta tesis se aborda uno de los modelos de difusiones multivariantes con factores [&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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