The first call for applications for the new edition of the PhD Program in Mathematics UC|UP (starting September 2019) will be open during January 02, 2019 - February 04, 2019
The prize Eng. António de Almeida for the best doctoral thesis defended at FCUP in the years 2015 to 2017 in the areas of Mathematics, Statistics and Computer Science was awarded to Célia Borlido for her thesis "The word problem and some reducibility properties for pseudo- varieties of the form DRH", supervised by Prof. Jorge Almeida within the scope of PIUDM.
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.