Probability and Statistics Seminar

21
Jun
2018
ARL-unbiased geometric control charts for high-yield processes
Speaker: Manuel Cabral Morais
CEMAT
17
Apr
2018
Processes with jumps in Finance
Speaker: Rita Pimentel
CEMAT-IST
10
Apr
2018
Robust inference for ROC regression
Speaker: Vanda M. Lourenço
FCT & CMA, NOVA University of Lisbon, Portugal
03
Apr
2018
Challenges of Clustering
Speaker: Cláudia Silvestre
Escola Superior de Comunicação Social, Instituto Politécnico de Lisboa
13
Mar
2018
ARL-unbiased geometric control charts for high-yield processes
Speaker: Manuel Cabral Morais
CEMAT
27
Feb
2018
The challenge of inserting wind power generation into the Brazilian hydrothermal optimal dispatch
Speaker: Reinaldo Castro Souza
Industrial Engineering Dept., PUC-Rio, Rio de Janeiro, Brazil
09
Jan
2018
Bayesian nonparametric inference for the covariate-adjusted ROC curve
Speaker: Vanda Inácio De Carvalho
The University of Edinburgh, School of Mathematics
30
Nov
2017
On misleading and unambiguous signals in simultaneous schemes for the process mean and variance of GARCH processes
Speaker: Manuel Cabral Morais
CEMAT
28
Nov
2017
Adaptive SVD-based Kalman filtering for state and parameter estimation of linear Gaussian dynamic stochastic models
Speaker: Maria Kulikova
Center for Computational and Stochastic Mathematics
14
Nov
2017
GIS and geostatistics: Applications to climatology and meteorology
Speaker: Álvaro Pimpão Silva
Instituto Português do Mar e da Atmosfera
31
Oct
2017
Tests for the Weights of the Global Minimum Variance Portfolio in a High-Dimensional Setting
Speaker: Wolfgang Schmid
European University, Frankfurt (Oder), Germany
17
Oct
2017
Near-exact distributions – comfortable lying closer to exact distributions than common asymptotic distributions
Speaker: Carlos A. Coelho
Faculdade de Ciências e Tecnologia da Universidade Nova de Lisboa
03
Oct
2017
GARCH processes and the phenomenon of misleading and unambiguous signals
Speaker: Manuel Cabral Morais
Departamento Matemática, Instituto Superior Técnico
23
May
2017
Some hot topics of maximum entropy research in economics and statistics
Speaker: Pedro Macedo
CIDMA and Department of Mathematics, University of Aveiro
16
May
2017
Statistical models for the relationship between daily temperature and mortality
Speaker: 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
Speaker: Manuel Cabral Morais
CEMAT
14
Mar
2017
The max-semistable laws: characterization, estimation and testing
Speaker: Sandra Dias
CMAT - Pólo UTAD and CEMAT
07
Mar
2017
Comparison of joint schemes for multivariate normal i.i.d. output
Speaker: Manuel Cabral Morais
DM-Instituto Superior Técnico; CEMAT
07
Mar
2017
Comparison of joint schemes for multivariate normal i.i.d. output
Speaker: Manuel Cabral Morais
CEMAT
13
Jan
2017
On ARL-unbiased c-charts for INAR(1) Poisson counts
Speaker: Manuel Cabral Morais
CEMAT