Probability and Statistics Seminar

07
jun
2018
Comparison of joint schemes for multivariate normal i.i.d. output
Orador: Manuel Cabral Morais
CEMAT
03
jun
2018
On misleading and unambiguous signals in simultaneous schemes for the process mean and variance of GARCH processes
Orador: Manuel Cabral Morais
CEMAT
17
abr
2018
Processes with jumps in Finance
Orador: Rita Pimentel
CEMAT-IST
10
abr
2018
Robust inference for ROC regression
Orador: Vanda M. Lourenço
FCT & CMA, NOVA University of Lisbon, Portugal
03
abr
2018
Challenges of Clustering
Orador: Cláudia Silvestre
Escola Superior de Comunicação Social, Instituto Politécnico de Lisboa
13
mar
2018
ARL-unbiased geometric control charts for high-yield processes
Orador: Manuel Cabral Morais
CEMAT
27
fev
2018
The challenge of inserting wind power generation into the Brazilian hydrothermal optimal dispatch
Orador: Reinaldo Castro Souza
Industrial Engineering Dept., PUC-Rio, Rio de Janeiro, Brazil
09
jan
2018
Bayesian nonparametric inference for the covariate-adjusted ROC curve
Orador: Vanda Inácio De Carvalho
The University of Edinburgh, School of Mathematics
28
nov
2017
Adaptive SVD-based Kalman filtering for state and parameter estimation of linear Gaussian dynamic stochastic models
Orador: Maria Kulikova
Center for Computational and Stochastic Mathematics
14
nov
2017
GIS and geostatistics: Applications to climatology and meteorology
Orador: Álvaro Pimpão Silva
Instituto Português do Mar e da Atmosfera
31
out
2017
Tests for the Weights of the Global Minimum Variance Portfolio in a High-Dimensional Setting
Orador: Wolfgang Schmid
European University, Frankfurt (Oder), Germany
17
out
2017
Near-exact distributions – comfortable lying closer to exact distributions than common asymptotic distributions
Orador: Carlos A. Coelho
Faculdade de Ciências e Tecnologia da Universidade Nova de Lisboa
03
out
2017
GARCH processes and the phenomenon of misleading and unambiguous signals
Orador: Manuel Cabral Morais
Departamento Matemática, Instituto Superior Técnico
23
mai
2017
Some hot topics of maximum entropy research in economics and statistics
Orador: Pedro Macedo
CIDMA and Department of Mathematics, University of Aveiro
16
mai
2017
Statistical models for the relationship between daily temperature and mortality
Orador: Aurelio Tobias
Institute of Environmental Assessment and Water Research and CSIC, Barcelona
24
mar
2017
On stochastic ordering and control charts for the traffic intensity
Orador: Manuel Cabral Morais
CEMAT
14
mar
2017
The max-semistable laws: characterization, estimation and testing
Orador: Sandra Dias
CMAT - Pólo UTAD and CEMAT
07
mar
2017
Comparison of joint schemes for multivariate normal i.i.d. output
Orador: Manuel Cabral Morais
DM-Instituto Superior Técnico; CEMAT
22
nov
2016
Binary autoregressive geometric modelling in a DNA context
Orador: Sónia Gouveia
Institute of Electronics and Informatics Engineering and Centre for R&D in Mathematics and Applications, University of Aveiro, Portugal
27
set
2016
An ARL-unbiased np-chart
Orador: Manuel Cabral Morais
CEMAT