{"id":51848,"date":"2021-11-25T06:40:22","date_gmt":"2021-11-25T06:40:22","guid":{"rendered":"https:\/\/www.deberes.net\/tesis\/sin-categoria\/revision-estado-actual-y-extensiones-de-la-estimacion-de-procesos-estocasticos\/"},"modified":"2021-11-25T06:40:22","modified_gmt":"2021-11-25T06:40:22","slug":"revision-estado-actual-y-extensiones-de-la-estimacion-de-procesos-estocasticos","status":"publish","type":"post","link":"https:\/\/www.deberes.net\/tesis\/matematicas\/revision-estado-actual-y-extensiones-de-la-estimacion-de-procesos-estocasticos\/","title":{"rendered":"Revision, estado actual y extensiones de la estimacion de procesos estocasticos."},"content":{"rendered":"<h2>Tesis doctoral de <strong>  Garcia Del Valle Irala M. Teresa <\/strong><\/h2>\n<p>Se efectua una recension critica de los estimadores de los modelos arma en el dominio del tiempo. Se estudia las propiedades en muestras grandes y peque\u00f1as de los estimadores no parametricos del espectro y se comparan estos con los parametricos.  se exploran las posibilidades de la utilizacion del logaritmo de la funcion de densidad espectral no normalizada (log f( )) para la identificacion de la parte estacional en los modelos arima  en base a los resultados de nerlove (1964) sobre la deteccion por el espectro de los picos estacionales; a que la funcion logaritmica presente los mismos picos que la original siempre que esta sea positiva y a la experiencia practica de que la heterocedasticidad se reduce mucho tomando logaritmos.  se realiza tambien un analisis de las caracteristicas de los diferentes criterios en relacion con la etapa de identificacion en la metodolog\u00eda box-jenkins.<\/p>\n<p>&nbsp;<\/p>\n<h3>Datos acad\u00e9micos de la tesis doctoral \u00ab<strong>Revision, estado actual y extensiones de la estimacion de procesos estocasticos.<\/strong>\u00ab<\/h3>\n<ul>\n<li><strong>T\u00edtulo de la tesis:<\/strong>\u00a0 Revision, estado actual y extensiones de la estimacion de procesos estocasticos. <\/li>\n<li><strong>Autor:<\/strong>\u00a0  Garcia Del Valle Irala M. Teresa <\/li>\n<li><strong>Universidad:<\/strong>\u00a0 Pa\u00eds vasco\/euskal herriko unibertsitatea<\/li>\n<li><strong>Fecha de lectura de la tesis:<\/strong>\u00a0 01\/01\/1983<\/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> Fernandez De Troconiz Ortiz De Zarate Antonio<\/li>\n<\/ul>\n<\/li>\n<li><strong>Tribunal<\/strong>\n<ul>\n<li>Presidente del tribunal: Milagros Garcia Crespo <\/li>\n<li>Roberto Escuder Valles (vocal)<\/li>\n<li>Julio Villalon Garcia (vocal)<\/li>\n<li>Inmaculada Gallastegui Zualga (vocal)<\/li>\n<\/ul>\n<\/li>\n<\/ul>\n<p>&nbsp;<\/p>\n","protected":false},"excerpt":{"rendered":"<p>Tesis doctoral de Garcia Del Valle Irala M. Teresa Se efectua una recension critica de los estimadores de los modelos [&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 center","background-size":"auto","background-attachment":"scroll","background-type":"","background-media":"","overlay-type":"","overlay-color":"","overlay-gradient":""},"tablet":{"background-color":"","background-image":"","background-repeat":"repeat","background-position":"center center","background-size":"auto","background-attachment":"scroll","background-type":"","background-media":"","overlay-type":"","overlay-color":"","overlay-gradient":""},"mobile":{"background-color":"","background-image":"","background-repeat":"repeat","background-position":"center center","background-size":"auto","background-attachment":"scroll","background-type":"","background-media":"","overlay-type":"","overlay-color":"","overlay-gradient":""}},"ast-content-background-meta":{"desktop":{"background-color":"var(--ast-global-color-5)","background-image":"","background-repeat":"repeat","background-position":"center center","background-size":"auto","background-attachment":"scroll","background-type":"","background-media":"","overlay-type":"","overlay-color":"","overlay-gradient":""},"tablet":{"background-color":"var(--ast-global-color-5)","background-image":"","background-repeat":"repeat","background-position":"center center","background-size":"auto","background-attachment":"scroll","background-type":"","background-media":"","overlay-type":"","overlay-color":"","overlay-gradient":""},"mobile":{"background-color":"var(--ast-global-color-5)","background-image":"","background-repeat":"repeat","background-position":"center center","background-size":"auto","background-attachment":"scroll","background-type":"","background-media":"","overlay-type":"","overlay-color":"","overlay-gradient":""}},"footnotes":""},"categories":[1477,126,12909,11527],"tags":[109594,115621,115623,115622,12733,1072],"class_list":["post-51848","post","type-post","status-publish","format-standard","hentry","category-estadistica","category-matematicas","category-pais-vasco-euskal-herriko-unibertsitatea","category-series-temporales","tag-fernandez-de-troconiz-ortiz-de-zarate-antonio","tag-garcia-del-valle-irala-m-teresa","tag-inmaculada-gallastegui-zualga","tag-julio-villalon-garcia","tag-milagros-garcia-crespo","tag-roberto-escuder-valles"],"_links":{"self":[{"href":"https:\/\/www.deberes.net\/tesis\/wp-json\/wp\/v2\/posts\/51848","targetHints":{"allow":["GET"]}}],"collection":[{"href":"https:\/\/www.deberes.net\/tesis\/wp-json\/wp\/v2\/posts"}],"about":[{"href":"https:\/\/www.deberes.net\/tesis\/wp-json\/wp\/v2\/types\/post"}],"author":[{"embeddable":true,"href":"https:\/\/www.deberes.net\/tesis\/wp-json\/wp\/v2\/users\/1"}],"replies":[{"embeddable":true,"href":"https:\/\/www.deberes.net\/tesis\/wp-json\/wp\/v2\/comments?post=51848"}],"version-history":[{"count":0,"href":"https:\/\/www.deberes.net\/tesis\/wp-json\/wp\/v2\/posts\/51848\/revisions"}],"wp:attachment":[{"href":"https:\/\/www.deberes.net\/tesis\/wp-json\/wp\/v2\/media?parent=51848"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/www.deberes.net\/tesis\/wp-json\/wp\/v2\/categories?post=51848"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/www.deberes.net\/tesis\/wp-json\/wp\/v2\/tags?post=51848"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}