Dissertação (mestrado)—Universidade de Brasília, Instituto de Ciências Exatas, Departamento de Matemática, 2009. / Submitted by Larissa Ferreira dos Angelos (ferreirangelos@gmail.com) on 2010-04-07T18:50:46Z
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Previous issue date: 2009 / Neste trabalho estudamos o estimador da ordem de cadeias de Markov usando o critério EDC (Efficient Determination Criterion) com o termo de penalidade ótimo proposto por Dorea (2008). Realizamos uma análise comparativa das performances dos estimadores EDCopt, BIC e AIC, baseada nos resultados de simulações computacionais realizadas. _________________________________________________________________________________ ABSTRACT / In what follows we study and analyze the Markov chain order estimator EDC (Efficient Determination Criterion) with the penalty function proposed by Dorea (2008). We also carry out extensive numerical simulations based on EDC, BIC and AIC, aiming to a detailed comparison of their features as well as their relative performance.
| Identifer | oai:union.ndltd.org:IBICT/oai:repositorio.unb.br:10482/4611 |
| Date | January 2009 |
| Creators | Resende, Paulo Angelo Alves |
| Contributors | Gonçalves, Cátia Regina |
| Source Sets | IBICT Brazilian ETDs |
| Language | Portuguese |
| Detected Language | English |
| Type | info:eu-repo/semantics/publishedVersion, info:eu-repo/semantics/masterThesis |
| Source | reponame:Repositório Institucional da UnB, instname:Universidade de Brasília, instacron:UNB |
| Rights | info:eu-repo/semantics/openAccess |
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