Zobrazeno 1 - 4
of 4
pro vyhledávání: '"Proceso Ornstein-Uhlenbeck"'
Publikováno v:
Economía. 36(71):107-149
The application of different unit root statistics is by now a standard practice in empirical work. Even when it is a practical issue, these statistics have complex nonstandard distributions depending on functionals of certain stochastic processes, an
Externí odkaz:
http://revistas.pucp.edu.pe/index.php/economia/article/view/6379/6433
http://repositorio.pucp.edu.pe/index/handle/123456789/117824
http://repositorio.pucp.edu.pe/index/handle/123456789/117824
Autor:
Crespo Vega, Cecilia
Publikováno v:
UCrea Repositorio Abierto de la Universidad de Cantabria
Universidad de Cantabria (UC)
Universidad de Cantabria (UC)
RESUMEN: En una serie temporal, generada a partir de un sistema natural, económico o social, donde los valores oscilan entorno un valor medio, se observan ciertos valores que exceden significativamente este nivel típico que caracteriza a la serie.
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=dedup_wf_001::b485eaedbd5bad7956de9ad45990cbbf
http://hdl.handle.net/10902/15646
http://hdl.handle.net/10902/15646
Publikováno v:
Economía, Vol 36, Iss 71, Pp 107-149 (2013)
Economía; Vol. 36, Núm. 71 (2013); 107-149
PUCP-Institucional
Pontificia Universidad Católica del Perú
instacron:PUCP
Economía; Vol. 36, Núm. 71 (2013); 107-149
PUCP-Institucional
Pontificia Universidad Católica del Perú
instacron:PUCP
The application of different unit root statistics is by now a standard practice in empirical work. Even when it is a practical issue, these statistics have complex nonstandard distributions depending on functionals of certain stochastic processes, an
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::30bced56f75ed1403eac56083e855e4a
http://revistas.pucp.edu.pe/index.php/economia/article/view/6379
http://revistas.pucp.edu.pe/index.php/economia/article/view/6379
Autor:
Juan Carlos Aquino, Gabriel Rodríguez
Publikováno v:
Economía, Vol 36, Iss 71, Pp 107-149 (2013)
The application of different unit root statistics is by now a standard practice in empirical work. Even when it is a practical issue, these statistics have complex nonstandard distributions depending on functionals of certain stochastic processes, an
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=dedup_wf_001::b1045864dad433b0957c4d678f829967
http://revistas.pucp.edu.pe/index.php/economia/article/view/6379
http://revistas.pucp.edu.pe/index.php/economia/article/view/6379