The second call for applications to the 2018/19 edition of the PhD Program in Mathematics UC|UP will be open from June 1 until June 15, 2018. The online application form will appear here on the 1st of June.
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.