{"id":42397,"date":"1999-01-01T00:00:00","date_gmt":"1999-01-01T00:00:00","guid":{"rendered":"https:\/\/www.deberes.net\/tesis\/sin-categoria\/modelizacion-de-series-temporales-multiples-en-espacio-de-estados-analisis-de-procesos-no-estacionarios-y-cointegracion\/"},"modified":"1999-01-01T00:00:00","modified_gmt":"1999-01-01T00:00:00","slug":"modelizacion-de-series-temporales-multiples-en-espacio-de-estados-analisis-de-procesos-no-estacionarios-y-cointegracion","status":"publish","type":"post","link":"https:\/\/www.deberes.net\/tesis\/ciencias-economicas\/modelizacion-de-series-temporales-multiples-en-espacio-de-estados-analisis-de-procesos-no-estacionarios-y-cointegracion\/","title":{"rendered":"Modelizacion de series temporales multiples en espacio de estados,  analisis de procesos no estacionarios y cointegracion."},"content":{"rendered":"<h2>Tesis doctoral de <strong> Manuel Vargas Vargas <\/strong><\/h2>\n<p>El trabajo de investigaci\u00f3n se centra en el estudio de series temporales multiples no estacionarias representadas en espacio de estados. Se abordan las dificultades encontradas en la representaci\u00f3n autorregresiva y\/o de medias moviles para tales procesos y se desarrollan algoritmos que permitan su tratamiento en una representaci\u00f3n markoviana. Asi, tras la exposici\u00f3n de los fundamentos de tal metodolog\u00eda y una breve sintesis de los avances recientes en la literatura especializada, se tratan los problemas relacionados con la detecci\u00f3n y tratamiento de tendencias no deterministas en los datos, asi como los relacionados con la obtenci\u00f3n de posibles factores comunes de tendencia y cointegraci\u00f3n entre las series individuales. para ello, se plantea una estrategia secuencial de contrastaci\u00f3n del n\u00famero de posibles tendencias comunes, basado en cocientes de valores singulares obtenidos de cierta matriz relacionada con las matrices de autocorrelaci\u00f3n del proceso. se obtienen tablas de valores criticos a los niveles de significaci\u00f3n usuales para la elaboraci\u00f3n de tales contrastes.<\/p>\n<p>&nbsp;<\/p>\n<h3>Datos acad\u00e9micos de la tesis doctoral \u00ab<strong>Modelizacion de series temporales multiples en espacio de estados,  analisis de procesos no estacionarios y cointegracion.<\/strong>\u00ab<\/h3>\n<ul>\n<li><strong>T\u00edtulo de la tesis:<\/strong>\u00a0 Modelizacion de series temporales multiples en espacio de estados,  analisis de procesos no estacionarios y cointegracion. <\/li>\n<li><strong>Autor:<\/strong>\u00a0 Manuel Vargas Vargas <\/li>\n<li><strong>Universidad:<\/strong>\u00a0 Castilla-la mancha<\/li>\n<li><strong>Fecha de lectura de la tesis:<\/strong>\u00a0 01\/01\/1999<\/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>Jos\u00e9 Ram\u00f3n Cancelo De La Torre<\/li>\n<\/ul>\n<\/li>\n<li><strong>Tribunal<\/strong>\n<ul>\n<li>Presidente del tribunal: Luis Ruiz-maya perez <\/li>\n<li>guillermina Mart\u00edn reyes (vocal)<\/li>\n<li>Francisco Javier Martin pliego (vocal)<\/li>\n<li> Parejo gamir Jos\u00e9 Alberto (vocal)<\/li>\n<\/ul>\n<\/li>\n<\/ul>\n<p>&nbsp;<\/p>\n","protected":false},"excerpt":{"rendered":"<p>Tesis doctoral de Manuel Vargas Vargas El trabajo de investigaci\u00f3n se centra en el estudio de series temporales multiples no [&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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