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Time Series Analysis

Program

Time series. ARMA modeling with conditional heteroskedastic errors: power GARCH and GTARCH processes (general settings, stationarity, ergodicity, moments). Bilinear processes (brief reference).
Integer-valued time series. Thinning operator, INARMA and INGARCH stochastic processes (general settings, stationarity, ergodicity, moments).
Statistical analysis of time series. Estimation, forecasting and testing in some of the models studied.

Research and Events

Events

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Defended Theses

  • Contributions to regularity theory in the calculus of variations
      Vincenzo Bianca (July 2024)
      José Miguel Urbano
  • Higgs Bundles and Geometric Structures
      Pedro Miguel Silva (April 2024)
      Peter Gothen
  • Some aspects of descent theory and applications
      Rui Rodrigues de Abreu Fernandes Prezado (January 2024)
      Maria Manuel Clementino
      Fernando Lucatelli Nunes
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