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Time Series Analysis

Program

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.

Research and Events

Events

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Defended Theses

  • Numerical semigroups: a conjecture of Wilf and related topics
      Neeraj Kumar (July 2025)
      Manuel Delgado
      Claude Marion
  • Dynamics of vector fields with univalued solutions
      Laura Rosales Ortiz (June 2025)
      Helena Reis
      Júlio Rebelo (Université Toulouse III)
  • Regular transitions of physical measures in nonuniformly hyperbolic systems
      Odaudu Reuben Etubi (April 2025)
      José Ferreira Alves
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