dc.contributor | Zhang, Hanwen | |
dc.contributor | https://orcid.org/0000-0001-9948-791X | |
dc.contributor | https://scholar.google.com/citations?user=eaHejyMAAAAJ&hl=en | |
dc.contributor | http://scienti.colciencias.gov.co:8081/cvlac/visualizador/generarCurriculoCv.do?cod_rh=0001058754 | |
dc.creator | Castro Toloza, Deysi Yurany | |
dc.date.accessioned | 2017-06-29T13:08:12Z | |
dc.date.available | 2017-06-29T13:08:12Z | |
dc.date.created | 2017-06-29T13:08:12Z | |
dc.date.issued | 2016 | |
dc.identifier | Castro, D. (2016). Estimación del modelo autorregresivo de umbrales cuando el proceso de ruido sigue una distribución de error generalizada. (Trabajo de pregrado). Universidad Santo Tomás. Bogotá, Colombia | |
dc.identifier | https://hdl.handle.net/11634/3829 | |
dc.identifier | reponame:Repositorio Institucional Universidad Santo Tomás | |
dc.identifier | instname:Universidad Santo Tomás | |
dc.identifier | repourl:https://repository.usta.edu.co | |
dc.description.abstract | In this paper, TAR models with GED noise is considered. The likelihood function recursively
is identified and a Bayesian method for estimation of these models is developed when
the structural parameters are known. The methodology is based on finding the conditional
posterior densities and apply the Gibbs sampler. | |
dc.language | spa | |
dc.publisher | Universidad Santo Tomás | |
dc.publisher | Pregrado Estadística | |
dc.publisher | Facultad de Estadística | |
dc.relation | Blanco, Liliana: Probabilidad. Primera Edición. Universidad Nacional de Colombia, 2004 | |
dc.relation | Moreno, Edna: Modelos TAR en series de tiempo financieras, Universidad Nacional de Colombia, Tesis de Grado, 2010 | |
dc.relation | Nelson, Daniel B.: Conditional Heteroskedasticity in Asset Returns: A New Approach. En: Econométrica 59 (1991), p. 347–370 | |
dc.relation | Nieto, Fabio H.: Modeling Bivariate Threshold Autoregressive Processes in the Presence of Missing Data. En: Communications in Statistics—Theory and Methods 34 (2005), p.905–930 | |
dc.relation | R. Vasudeva, J. Vasantha K.: On general error distributions. En: ProbStat Forum 06 (2013), p. 89–95 | |
dc.relation | Tsay, Ruey S.: Analysis of Financial Time Series. Third Edition. John Wiley & Sons, 2010 (Wiley series in probability and statistics) | |
dc.relation | Zhang, Hanwen: TAR modeling with missing data when the white noise process is not Gaussian. Bogotá, Colombia, Universidad Nacional de Colombia, Tesis de Doctorado, 2014 | |
dc.rights | http://creativecommons.org/licenses/by-nc-nd/2.5/co/ | |
dc.rights | Abierto (Texto Completo) | |
dc.rights | info:eu-repo/semantics/openAccess | |
dc.rights | http://purl.org/coar/access_right/c_abf2 | |
dc.rights | Atribución-NoComercial-SinDerivadas 2.5 Colombia | |
dc.title | Estimación del modelo autorregresivo de umbrales cuando el proceso de ruido sigue una distribución de error generalizada | |