Published
1990-01-01
Identificación de un modelo de estados para una serie cronológica usando el espacio predictor
Keywords:
Estadística matemática, Análisis de series de tiempo, Procesos estocásticos, Modelo de estados, Modelo markoviano, Modelo ARMA, Identificación de un modelo estocástico (es)Downloads
Se ilustra con dos ejemplos los teóricos el concepto
de espacio predictor de un proceso estocástico estacionario y
el procedimiento que lo utiliza para identificar un modelo
de estados para una serie temporal.
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How to Cite
Nieto, F. H. (1990). Identificación de un modelo de estados para una serie cronológica usando el espacio predictor. Revista Colombiana De Estadística, 11(21-22). https://revistas.unal.edu.co/index.php/estad/article/view/9944
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Copyright (c) 1990 Revista Colombiana de Estadística
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