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María de Las Mercedes Abril Métodos Modernos de Series de Tiempo y (Paperback)

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eBay item number:187399974319
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Item specifics

Condition
Brand New: A new, unread, unused book in perfect condition with no missing or damaged pages. See all condition definitionsopens in a new window or tab
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
Author
Juan Carlos Abril
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
Author
Maria De Las Mercedes Abril, Juan Carlos Abril
Format
Paperback

Dimensions

Item Height
229 mm
Item Weight
549 g
Item Width
152 mm

Additional Product Features

Title_Author
Maria De Las Mercedes Abril, Juan Carlos Abril

Item description from the seller

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