Inferência sobre os hiperparâmetros dos modelos estruturais usando Bootstrap
=== This dissertation is based on the decomposition of times series via non-observed components, through structural models. An alternative way to rewrite the structural models is by using the state space form. Once this transcription is done, the Kalman filter is used for updating the state vector...
| Main Author: | |
|---|---|
| Other Authors: | |
| Format: | Others |
| Language: | Portuguese |
| Published: |
Universidade Federal de Minas Gerais
2006
|
| Online Access: | http://hdl.handle.net/1843/RFFO-7HPSWM |