{"id":34452,"date":"1998-01-01T00:00:00","date_gmt":"1998-01-01T00:00:00","guid":{"rendered":"https:\/\/www.deberes.net\/tesis\/sin-categoria\/extension-multivariante-de-la-distribucion-potencial-exponencial-y-su-aplicacion-a-los-modelos-lineales-dinamicos\/"},"modified":"1998-01-01T00:00:00","modified_gmt":"1998-01-01T00:00:00","slug":"extension-multivariante-de-la-distribucion-potencial-exponencial-y-su-aplicacion-a-los-modelos-lineales-dinamicos","status":"publish","type":"post","link":"https:\/\/www.deberes.net\/tesis\/matematicas\/extension-multivariante-de-la-distribucion-potencial-exponencial-y-su-aplicacion-a-los-modelos-lineales-dinamicos\/","title":{"rendered":"Extension multivariante de la distribucion potencial exponencial y su aplicacion a los modelos lineales dinamicos."},"content":{"rendered":"<h2>Tesis doctoral de <strong> Juan  Miguel Marin Diazaraque <\/strong><\/h2>\n<p>El trabajo ha consistido en generalizar el tratamiento de los errores en el modelo lineal dinamico. Para ello se emplea la familia potencial exponencial en el dominio de las distribuciones elipticas estudiando su representaci\u00f3n estocastica, distribuciones condicionadas y marginales asi como su analisis bayesiano. A continuaci\u00f3n se generaliza al caso multivariante y se ve que engloba como caso particular a la distribuci\u00f3n normal. Por fin se generaliza el modelo lineal dinamico al caso en que la distribuci\u00f3n global de los vectores de estado y de ruido sea eliptica absolutamente continua o potencial exponencial multivariante. En cada caso se estudia la distribuci\u00f3n del vector global asi como la distribuci\u00f3n de las observaciones futuras. El trabajo acaba con una aplicaci\u00f3n real que pone de manifiesto la utilidad practica del modelo para modelizar series cuyos errores no sean normales.<\/p>\n<p>&nbsp;<\/p>\n<h3>Datos acad\u00e9micos de la tesis doctoral \u00ab<strong>Extension multivariante de la distribucion potencial exponencial y su aplicacion a los modelos lineales dinamicos.<\/strong>\u00ab<\/h3>\n<ul>\n<li><strong>T\u00edtulo de la tesis:<\/strong>\u00a0 Extension multivariante de la distribucion potencial exponencial y su aplicacion a los modelos lineales dinamicos. <\/li>\n<li><strong>Autor:<\/strong>\u00a0 Juan  Miguel Marin Diazaraque <\/li>\n<li><strong>Universidad:<\/strong>\u00a0 Complutense de Madrid<\/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> Gomez Villegas Miguel A.<\/li>\n<\/ul>\n<\/li>\n<li><strong>Tribunal<\/strong>\n<ul>\n<li>Presidente del tribunal: Manuel Del Rio  Bueno <\/li>\n<li>Bernardo Bernardo Herranz (vocal)<\/li>\n<li>Francisco Javier Gir\u00f3n Gonz\u00e1lez-torre (vocal)<\/li>\n<li> De La Horra Navarro Juli\u00e1n (vocal)<\/li>\n<\/ul>\n<\/li>\n<\/ul>\n<p>&nbsp;<\/p>\n","protected":false},"excerpt":{"rendered":"<p>Tesis doctoral de Juan Miguel Marin Diazaraque El trabajo ha consistido en generalizar el tratamiento de los errores en el [&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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