• Nazaré Mendes Lopes

  • Research Area

    Stochastic Processes, Time Series

  • Institution

    University of Coimbra

  • PhD

    Institution: University of Coimbra
    Year: 1985

  • Main research publications

    • On the probabilistic structure of power threshold generalized ARCH stochastic processes (with Esmeralda Gonçalves, Joana Leite) ", Statistics and Probability Letters 82 (2012)
    • A mathematical approach to detect the Taylor property in TARCH processes (with Esmeralda Gonçalves e Joana Leite) ", Statistics and Probability Letters 79 (2009)
    • A decision procedure for bilinear time series based on the asymptotic separation (with Esmeralda Gonçalves e Pierre Jacob) ", Statistics 33 (2000)
    • Some statistical results on autoregressive conditionally heteroscedastic models (with Esmeralda Gonçalves) ", Journal of Statistical Planning and Inference 68 (1998)
    • Stationarity of GTARCH processes (with Esmeralda Gonçalves) ", Statistics 28 (1996)
  • PhD Students

    • Power threshold GARCH processes: probabilistic structure and applications to control charts co-supervision with Esmeralda Gonçalves (Universidade de Coimbra), 2013
    • co-supervision with Maria Esmeralda Gonçalves, ongoing
    • Time series bilinear models: probabilistic properties and statistical decision co-supervision with Esmeralda Gonçalves (Universidade de Coimbra), 2000
    • Fonctional estimation in ergodic processes co-supervision with Michel Delecroix (Universidade de Toulouse I), 1993
    • Forecasting under an ergodic hypothesis co-supervision with Michel Delecroix (Universidade de Toulouse I), 1993
  • Adittional information

     Current domain of research:

    Non linear time series models - probabilistic and statistical study

    Bachelor in Applied Mathematics, University of Coimbra, 1977. "Docteur  de 3éme cycle" in Mathematical Statistics, University of Paris VI, 1982. PhD in Sciences, Probability and Statistics, University of Coimbra, 1985. Habilitation in Mathematics, University of Coimbra, 1998. Full Professor since 2000. Researcher at the Centre for Mathematics, University of Coimbra (CMUC). Pfizer Clinical Research Award Honorable Mention in 2005 and Bial Award for Clinical Medicine 2006 (member of the winning teams). Member elected of the International Statistical Institute (ISI), 2002. Supervision of Master and PhD theses. Participation in national and international scientific meetings. Publication of books and scientifical papers.

Research and Events


  • PhD Defense
    Khadijeh Alibabaei - On the profinite topology on groups and tameness of pseudo-varieties of groups
    15h00m - Room FC1 029, Dep. Mathematics, Univ. Porto
    March 1, 2018
  • Research Seminar Program (RSP)
    2017/18 second session
    Room 2.5, DMat UC
    March 9, 2018
  • PhD Defense
    Muhammad Ali Khan - Statistical instability in chaotic dynamics
    Room 031, Dep. Mathematics, Univ. Porto
    March 9, 2018
  • PhD Defense
    Anderson Feitoza Leitão Maia - Sharp regularity for the inhomogeneous porous medium equation
    14:30 - Sala dos Capelos, Univ. Coimbra
    March 21, 2018
More Events

Defended Theses

  • Forward-backward stochastic differential equations and applications
      Rui Manuel Tavares Pinto de Sá Pereira (January 2018)
      Evelina Shamarova
      Margarida Brito
  • Pseudomonads and descent
      Fernando Lucatelli Nunes (January 2018)
      Maria Manuel Clementino
  • Descent theory of (T,V)-categories: global-descent and étale-descent
      Pier Giorgio Basile (September 2017)
      Maria Manuel Clementino
More Theses