{"id":73567,"date":"2018-03-09T23:18:30","date_gmt":"2018-03-09T23:18:30","guid":{"rendered":"https:\/\/www.deberes.net\/tesis\/sin-categoria\/analisis-de-sistemas-cointegrados-mediante-metodos-de-subespacios\/"},"modified":"2018-03-09T23:18:30","modified_gmt":"2018-03-09T23:18:30","slug":"analisis-de-sistemas-cointegrados-mediante-metodos-de-subespacios","status":"publish","type":"post","link":"https:\/\/www.deberes.net\/tesis\/ciencias-economicas\/analisis-de-sistemas-cointegrados-mediante-metodos-de-subespacios\/","title":{"rendered":"An\u00e1lisis de sistemas cointegrados mediante m\u00e9todos de subespacios"},"content":{"rendered":"<h2>Tesis doctoral de <strong>  Izquierdo Mill\u00e1n Segismundo Samuel <\/strong><\/h2>\n<p>Esta tesis doctoral analiza la utilidad de la formulaci\u00f3n matem\u00e1tica conocida como \u00abespacio de estados\u00bb para el an\u00e1lisis de sistemas de series temporales cointegradas. Se centra en la familia de algoritmos de identificaci\u00f3n de sistemas conocida bajo el nombre gen\u00e9rico de m\u00e9todos de subespacios.  en la tesis se comparan los modelos lineales param\u00e9tricos obtenidos mediante los m\u00e9todos de subespacios (adaptaciones del m\u00e9todo de correlaciones can\u00f3nicas cca en particular) y mediante el m\u00e9todo de johansen. La comparaci\u00f3n se centra en la capacidad de estimaci\u00f3n de las relaciones de cointegraci\u00f3n y en la calidad de predicci\u00f3n a corto plazo de los modelos obtenidos, trabajando sobre procesos cointegrados simulados tipo varma.<\/p>\n<p>&nbsp;<\/p>\n<h3>Datos acad\u00e9micos de la tesis doctoral \u00ab<strong>An\u00e1lisis de sistemas cointegrados mediante m\u00e9todos de subespacios<\/strong>\u00ab<\/h3>\n<ul>\n<li><strong>T\u00edtulo de la tesis:<\/strong>\u00a0 An\u00e1lisis de sistemas cointegrados mediante m\u00e9todos de subespacios <\/li>\n<li><strong>Autor:<\/strong>\u00a0  Izquierdo Mill\u00e1n Segismundo Samuel <\/li>\n<li><strong>Universidad:<\/strong>\u00a0 Valladolid<\/li>\n<li><strong>Fecha de lectura de la tesis:<\/strong>\u00a0 15\/04\/2005<\/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>Ces\u00e1reo Hern\u00e1ndez Iglesias<\/li>\n<\/ul>\n<\/li>\n<li><strong>Tribunal<\/strong>\n<ul>\n<li>Presidente del tribunal: ricardo Del olmo mart\u00ednez <\/li>\n<li> De la fuente Garc\u00eda david (vocal)<\/li>\n<li>Luis Borge gonz\u00e1lez (vocal)<\/li>\n<li> Poncela blanco Mar\u00eda del pilar (vocal)<\/li>\n<\/ul>\n<\/li>\n<\/ul>\n<p>&nbsp;<\/p>\n","protected":false},"excerpt":{"rendered":"<p>Tesis doctoral de Izquierdo Mill\u00e1n Segismundo Samuel Esta tesis doctoral analiza la utilidad de la formulaci\u00f3n matem\u00e1tica conocida como \u00abespacio [&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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