Time Series Analysis


Time series. ARMA modeling with conditional heteroskedastic errors: power GARCH and GTARCH processes (general settings, stationarity, ergodicity, moments). Bilinear processes (brief reference).
Integer-valued time series. Thinning operator, INARMA and INGARCH stochastic processes (general settings, stationarity, ergodicity, moments).
Statistical analysis of time series. Estimation, forecasting and testing in some of the models studied.

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Defended Theses

  • Structure, algorithmics and dynamics of endomorphisms for certain classes of groups
      André da Cruz Carvalho (April 2023)
      Pedro V. Silva
  • A point-free study of z-embeddings, more general classes of localic maps, and uniform continuity
      Ana Belén Avilez García (April 2023)
      Jorge Picado
  • Analysis of equations of motion of inextensible strings and networks
      Ayk Telciyan (April 2023)
      Dmitry Vorotnikov
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