Published
1991-01-01
Identificación de un modelo ARMA a partir de un modelo de estados
Keywords:
Estadística matemática, Procesos estocásticos, Modelo de estados, Modelo ARMA, Espacio predictor (es)Downloads
Se ilustra con un ejemplo teórico el procedimiento para obtener un modelo ARMA, a partir del modelo de estados que se identifica con el espacio predictor del proceso que genera una serie temporal.
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How to Cite
Nieto, F. (1991). Identificación de un modelo ARMA a partir de un modelo de estados. Revista Colombiana De Estadística, 12(23-24). https://revistas.unal.edu.co/index.php/estad/article/view/9954
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Copyright (c) 1991 Revista Colombiana de Estadística
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