939 resultados para Algoritmo FORM
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Specifications and form of tender for grading for the Port Dalhousie and Thorold Railway, March (5 pages, handwritten), 1854.
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Telegram from Montreal and Dominion Telegraph Companies’ Lines form with a note on it saying “will wait for receipt”[ no sender nor receiver listed, most likely Louis Cabot to Samuel D. Woodruff], 1886.
Shipping form for 2 bundles placed aboard the schooner the Britannia to be delivered to Henry Nelles
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Shipping form for 2 bundles placed aboard the schooner the Britannia to be delivered to Henry Nelles. This form has a note written on the second page to Mr. Henry Nelles from Mr. Henderson. This item is badly stained and torn but most of the text is legible, June 6, 1828.
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Map, 55 cm. x 75 cm. (printed, coloured and mounted on a board). The map is of the proposed canal through the district of Niagara and Gore to form a junction of Lake Erie and Ontario by the Grand River compiled from the actual survey by order of the commissioners of internal navigation by James G. Chewett. James G. Chewett was Assistant Draftsman under the direction of Thomas Ridout, Surveyor General of the Province, n.d.
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Tesis (Maestría en Ciencias de la Administración con Especialidad en Sistemas) U.A.N.L.
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Tesis ( Maestro en Ciencias de la Administración con Especialidad en Sistemas) U.A.N.L.
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Tesis (Maestro en Ciencias de la Ingeniería Eléctrica con Especialidad en Potencia) U.A.N.L.
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Tesis (Maestría en Ciencias en Ingeniería de Sistemas) UANL, 2012.
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Tesis (Maestría en Ciencias en Ingeniería de Sistemas) UANL, 2014.
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UANL
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UANL
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UANL
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Conditional heteroskedasticity is an important feature of many macroeconomic and financial time series. Standard residual-based bootstrap procedures for dynamic regression models treat the regression error as i.i.d. These procedures are invalid in the presence of conditional heteroskedasticity. We establish the asymptotic validity of three easy-to-implement alternative bootstrap proposals for stationary autoregressive processes with m.d.s. errors subject to possible conditional heteroskedasticity of unknown form. These proposals are the fixed-design wild bootstrap, the recursive-design wild bootstrap and the pairwise bootstrap. In a simulation study all three procedures tend to be more accurate in small samples than the conventional large-sample approximation based on robust standard errors. In contrast, standard residual-based bootstrap methods for models with i.i.d. errors may be very inaccurate if the i.i.d. assumption is violated. We conclude that in many empirical applications the proposed robust bootstrap procedures should routinely replace conventional bootstrap procedures for autoregressions based on the i.i.d. error assumption.
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In this paper, we study the asymptotic distribution of a simple two-stage (Hannan-Rissanen-type) linear estimator for stationary invertible vector autoregressive moving average (VARMA) models in the echelon form representation. General conditions for consistency and asymptotic normality are given. A consistent estimator of the asymptotic covariance matrix of the estimator is also provided, so that tests and confidence intervals can easily be constructed.
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UANL