Probability and Statistics Seminar

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
30
nov
2017
On misleading and unambiguous signals in simultaneous schemes for the process mean and variance of GARCH processes
Orador: Manuel Cabral Morais
CEMAT
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
07
mar
2017
Comparison of joint schemes for multivariate normal i.i.d. output
Orador: Manuel Cabral Morais
CEMAT
13
jan
2017
On ARL-unbiased c-charts for INAR(1) Poisson counts
Orador: Manuel Cabral Morais
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