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Modelos de séries temporais com coeficientes variando no tempo
(Universidade Federal de São Carlos, 2009-02-26)
In this work they are presented extensions of Auto Regressive and Auto Regressive Conditional Heteroscedasticity models with coefficients varying in time. These coefficients have
been used as models for non stationary real ...
Especificação do tamanho da defasagem de um modelo dinâmico
(Universidade Federal de São Carlos, 2009-03-06)
Several techniques are proposed to determine the lag length of a dynamic regression model. However, none of them is completely satisfactory and a wrong choice could imply serious problems in the estimation of the parameters. ...