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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

  • PhD Defense
    Fernando Lucatelli Nunes - Pseudomonads and Descent
    10:00 - Sala dos Capelos, Univ. Coimbra
    January 24, 2018
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Defended Theses

  • Descent theory of (T,V)-categories: global-descent and étale-descent
      Pier Giorgio Basile (September 2017)
      Maria Manuel Clementino
  • Representations of generalized quivers
      Artur Duarte Ferreira de Araújo (June 2017)
      Peter Gothen
  • On semisimple Hopf actions
      Deividi Ricardo Pansera (June 2017)
      Christian Edgar Lomp
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