Published
1993-01-01
Una comparación entre dos clases de modelos de estados
Keywords:
Estadística matemática, Procesos estocásticos, Series de tiempo, Modelos de estado, Filtro de Kalman (es)Downloads
Para analizar series cronológicas se pueden utilizar dos tipos de modelos de estados. En este artículo se presentan algunas características de cada uno, se advierte sobre el uso incorrecto en el empleo de sus hipótesis en la deducción del Filtro de Kalman y se resaltan sus analogías y diferencias.
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How to Cite
Nieto S., F. H. (1993). Una comparación entre dos clases de modelos de estados. Revista Colombiana De Estadística, 14(27). https://revistas.unal.edu.co/index.php/estad/article/view/9999
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Copyright (c) 1993 Revista Colombiana de Estadística
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