Arima P D Q
Mostrando 1-2 de 2 artigos, teses e dissertações.
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1. MODELOS LINEARES E NÃO LINEARES NA MODELAGEM DO PREÇO SPOT DE ENERGIA ELÉTRICA DO BRASIL / USING LINEAR AND NON-LINEAR APPROACHES TO MODEL THE BRAZILIAN ELECTRICITY SPOT PRICE SERIES
In this dissertation, modeling strategies are presented involving linear and non-linear time series models to model the spot price of Brazil`s electrical energy market. It has been used, among the linear models, the modeling approach of Box, Jenkins and Reinsel (1994) i.e., ARIMA(p,d,q) models, and dynamic regression. Among the non-linear ones, the chosen mo
Publicado em: 2003
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2. BOOTSTRAP IMPLEMENTATION IN THE PARAMETERS ESTIMATION OF ARFIMA MODELS AND MONTECARLO SIMULATIONS / IMPLEMENTAÇÃO DE BOOTSTRAP NA ESTIMAÇÃO DO PARÂMETRO D EM MODELOS ARFIMA E SIMULAÇÃO MONTECARLO
This thesis treats features, properties, utility and performance of the use of bootstrap, a resample techique, in the estimation of a parameter related to long memory in times. Among other things, we estimate the standard deviation of the parameter estimator and define a null hypothesis test for the parameter. With bootstrap, we can get large sample properti
Publicado em: 1997