Pruebas de no linealidad: El método de los datos sustitutos.


Authors

  • Diego L. Guarín
  • Cristian H. Rodríguez
  • Álvaro A. Orozco

DOI:

https://doi.org/10.22517/23447214.1851

Abstract

En este articulo se presenta una introducción al método de los datos sustitutos, se empieza por mencionar el procedimiento general de Monte Carlo para la prueba de hipótesis nulas, posteriormente se introduce el método de los datos sustitutos para pruebas de no linealidad, proponiendo una jerarquía de hipótesis nulas y una batería de estadísticas no lineales que permitan comparar el comportamiento de una serie real contra un conjunto de sustitutos generados de tal manera que satisfagan las hipótesis nulas, se presenta un criterio discriminante por medio del cual se podrá rechazar o aceptar la hipótesis. Finalmente se presenta un ejemplo del funcionamiento de los algoritmos utilizando la serie de Lorenz.

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Published

2010-04-30

How to Cite

Guarín , D. L., Rodríguez , C. H., & Orozco, Álvaro A. (2010). Pruebas de no linealidad: El método de los datos sustitutos. Scientia Et Technica, 1(44), 292–297. https://doi.org/10.22517/23447214.1851

Issue

Vol. 1 No. 44 (2010)

Section

Ciencias Básicas

License

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