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María de Las Mercedes Abril Métodos Modernos de Series de Tiempo y (Paperback)
EUR 69.45
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- Buy it nowMaría de Las Mercedes Abril Métodos Modernos de Series de Tiempo y (Paperback)
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Located in: Rushden, United Kingdom
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eBay item number:187399974319
Item specifics
- Condition
- Book Title
- Métodos Modernos de Series de Tiempo y sus Aplicaciones
- Publication Name
- Métodos Modernos de Series de Tiempo y sus Aplicaciones
- Title
- Métodos Modernos de Series de Tiempo y sus Aplicaciones
- Format
- Paperback
- Type
- Mathematics
- ISBN-10
- 6202145633
- EAN
- 9786202145633
- ISBN
- 9786202145633
- Publisher
- Editorial Academica Espanola
- Release Year
- 2018
- Release Date
- 07/06/2018
- Language
- Spanish
- Genre
- Science Nature & Math
- Item Height
- 229mm
- Item Length
- 152mm
- Item Width
- 21mm
- Item Weight
- 549g
About this product
Product Information
Este trabajo se inicia con un breve estudio de la evolucion de las tecnicas para analizar series de tiempo. Lego se pasa al analisis de la correlacion serial, los modelos ARMA, ARIMA y otros no estacionarios hasta alcanzar los metodos de Box y Jenkins de identificacion, estimacion, control y prediccion. Se sigue con un estudio econometrico de las series cronologicas. Luego se presenta el analisis en el dominio de las frecuencias. A continuacion el estudio se centra en el enfoque de espacio de estado con aplicaciones del filtro y suavizador de Kalman. Finalmente se estudia el problema de la volatilidad, tanto en el enfoque de los modelos ARCH-GARCH (y sus variantes) como de los modelos de volatilidad estocastica. En todos los casos se presentan ejemplos practicos con uso intensivo de paquetes de computacion muy actuales.
Product Identifiers
Publisher
Editorial Academica Espanola
ISBN-13
9786202145633
eBay Product ID (ePID)
11046626746
Product Key Features
Subject
Mathematics
Publication Year
2018
Number of Pages
376 Pages
Publication Name
Metodos Modernos De Series De Tiempo Y Sus Aplicaciones
Language
Spanish
Type
Textbook
Format
Paperback
Dimensions
Item Height
229 mm
Item Weight
549 g
Item Width
152 mm
Additional Product Features
Item description from the seller
Seller business information
VAT number: GB 864 1548 11
CRN: 05540102
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