PT EN

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

  • Representations of fundamental groups of surfaces
    Peter Gothen (CMUP)
    15:30, Room 2.5, UC Math. Dept.
    (Seminar)
    November 23, 2018
  • On the existence of solutions for inextensible string equations
    Ayk Telciyan (student)
    12:30, Room 2.5, UC Math. Dept.
    (Seminar)
    November 23, 2018
  • Boolean representable simplicial complexes
    Maria Inês Couto (student)
    12:00, Room 2.5, UC Math. Dept.
    (Seminar)
    November 23, 2018
  • Campanato spaces and applications in partial differential equations
    David Jesus (student)
    11:30, Room 2.5, UC Math. Dept.
    (Seminar)
    November 23, 2018
  • A mathematical model for a plant circadian oscillator
    Adérito Araújo (CMUC)
    14:00, Room 2.5, UC Math. Dept.
    (Seminar)
    November 28, 2018
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Defended Theses

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