{"id":90024,"date":"2001-05-05T00:00:00","date_gmt":"2001-05-05T00:00:00","guid":{"rendered":"https:\/\/www.deberes.net\/tesis\/sin-categoria\/persistencia-y-contrastes-de-la-hipotesis-camino-aleatorio-extension-a-series-con-periodicidad-trimestral\/"},"modified":"2001-05-05T00:00:00","modified_gmt":"2001-05-05T00:00:00","slug":"persistencia-y-contrastes-de-la-hipotesis-camino-aleatorio-extension-a-series-con-periodicidad-trimestral","status":"publish","type":"post","link":"https:\/\/www.deberes.net\/tesis\/ciencias-economicas\/persistencia-y-contrastes-de-la-hipotesis-camino-aleatorio-extension-a-series-con-periodicidad-trimestral\/","title":{"rendered":"Persistencia y contrastes de la hipotesis camino aleatorio, extension a series con periodicidad trimestral"},"content":{"rendered":"<h2>Tesis doctoral de <strong>  Prada Moraga Manuel De <\/strong><\/h2>\n<p>Esta tesis doctoral aporta resultados en el analisis de series temporales macroeconomicas y financieras. Se estudia en primer lugar el concepto de persistencia, ampliandolo al caso en que la serie presente un comportamiento estacional, proponiendo estimadores para su medicion, en el caso de que los datos tengan periodicidad trimestra. A continuaci\u00f3n se centra en el contraste de la hipotesis nula: la serie sigue un camino aleatorio con nivel, a traves de dos puntos de vista: el de razones de varianzas, muy proximos al concepto de persistencia, y de la bondad de ajuste. En ambos casos se proponen nuevos estadisticos de contraste y se hace especial hincapie en el estudio , mediante simulacion, de los mismos para muestras finitas de peque\u00f1o tama\u00f1o, calculando la potencia de dichos contrastes frente a alternativas muy proximas a la hipotesis contrastada. Por ultimo se contrasta, asimismo, la hipotesis de camino aleatorio estacional, con periodicidad trimestral.<\/p>\n<p>&nbsp;<\/p>\n<h3>Datos acad\u00e9micos de la tesis doctoral \u00ab<strong>Persistencia y contrastes de la hipotesis camino aleatorio, extension a series con periodicidad trimestral<\/strong>\u00ab<\/h3>\n<ul>\n<li><strong>T\u00edtulo de la tesis:<\/strong>\u00a0 Persistencia y contrastes de la hipotesis camino aleatorio, extension a series con periodicidad trimestral <\/li>\n<li><strong>Autor:<\/strong>\u00a0  Prada Moraga Manuel De <\/li>\n<li><strong>Universidad:<\/strong>\u00a0 Valladolid<\/li>\n<li><strong>Fecha de lectura de la tesis:<\/strong>\u00a0 05\/05\/2001<\/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> Borge Gonzalez Luis M.<\/li>\n<\/ul>\n<\/li>\n<li><strong>Tribunal<\/strong>\n<ul>\n<li>Presidente del tribunal:  Rojo garcia Jos\u00e9 Luis <\/li>\n<li>ignacio Mauleon torres (vocal)<\/li>\n<li> Otero moreno Jos\u00e9 Mar\u00eda (vocal)<\/li>\n<li>arielle Beyaert stevens (vocal)<\/li>\n<\/ul>\n<\/li>\n<\/ul>\n<p>&nbsp;<\/p>\n","protected":false},"excerpt":{"rendered":"<p>Tesis doctoral de Prada Moraga Manuel De Esta tesis doctoral aporta resultados en el analisis de series temporales macroeconomicas y [&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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