[en] STATE SPACE MODELS WITH RESTRICTIONS IN COMPONENTS OF INTEREST: APPLICATIONS IN DYNAMIC STYLE ANALYSIS FOR BRAZILIAN INVESTMENT FUNDS

[en] STATE SPACE MODELS WITH RESTRICTIONS IN COMPONENTS OF INTEREST: APPLICATIONS IN DYNAMIC STYLE ANALYSIS FOR BRAZILIAN INVESTMENT FUNDS

[pt] Esta Dissertação procura, sob um enfoque freqüentista, discutir tecnologias para que se imponham restrições no processo de estimação de componentes não observáveis associadas a um modelo em Espaço de Estado (EE) arbitrário. O escopo do texto abrange desde procedimentos propostos pioneiramen...

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Bibliographic Details
Main Author:	ADRIAN HERINGER PIZZINGA
Other Authors:	CRISTIANO AUGUSTO COELHO FERNANDES
Language:	pt
Published:	MAXWELL 2004
Subjects:	[pt] MODELOS DE ESPACO DE ESTADOS [en] STATE SPACE MODELS [pt] COMPONENTES DE INTERESSE [en] COMPONENTS OF INTEREST [pt] METODOLOGIA DE DORAN [en] DORANS METHODOLOGY [pt] ANALISE DINAMICA DE ESTILO [en] DYNAMIC STYLE ANALYSIS [pt] INICIALIZACAO EXATA [en] EXACT INITIALIZATION [pt] RECURSOES DE KALMAN [en] KALMAN RECURSIONS
Online Access:	https://www.maxwell.vrac.puc-rio.br/Busca_etds.php?strSecao=resultado&nrSeq=4745@1 https://www.maxwell.vrac.puc-rio.br/Busca_etds.php?strSecao=resultado&nrSeq=4745@2 http://doi.org/10.17771/PUCRio.acad.4745

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