Statistics and Stochastic Processes

In broad terms, the research carried out in this area focused mainly on stochastic and telecommunication networks, statistical inference on Internet networks, multivariate analysis, robust statistics, biostatistics, and quality control. In particular, we have investigated:

The research will focus on several areas of applied statistics and stochastic processes, including: multivariate analysis, quality control, robust statistics, mathematical finance, and stochastic and telecommunication networks. The research will be carried out in close connection with engineers and economists, and there will be emphasis in producing codes implementing the methods resulting from the research in widely used software packages like the R statistical package.


Coordinator

António Pacheco

Full Professor, Instituto Superior Técnico, Universidade de Lisboa