Faculty

• Nazaré Mendes Lopes

  nazare@mat.uc.pt

• Research Area

  Stochastic Processes, Time Series

• Institution

  University of Coimbra

• PhD

  Institution: University of Coimbra
  Year: 1985

• Main research publications

  • On the probabilistic structure of power threshold generalized ARCH stochastic processes (with Esmeralda Gonçalves, Joana Leite) , Statistics and Probability Letters 82 (2012)
  • A mathematical approach to detect the Taylor property in TARCH processes (with Esmeralda Gonçalves e Joana Leite) , Statistics and Probability Letters 79 (2009)
  • A decision procedure for bilinear time series based on the asymptotic separation (with Esmeralda Gonçalves e Pierre Jacob) , Statistics 33 (2000)
  • Some statistical results on autoregressive conditionally heteroscedastic models (with Esmeralda Gonçalves) , Journal of Statistical Planning and Inference 68 (1998)
  • Stationarity of GTARCH processes (with Esmeralda Gonçalves) , Statistics 28 (1996)

• PhD Students

  • Joana Jorge Queiroz Leite Power threshold GARCH processes: probabilistic structure and applications to control charts co-supervision with Esmeralda Gonçalves (Universidade de Coimbra), 2013
  • Filipa Alexandra Cardoso da Silva co-supervision with Maria Esmeralda Gonçalves, ongoing
  • Cristina Martins Time series bilinear models: probabilistic properties and statistical decision co-supervision with Esmeralda Gonçalves (Universidade de Coimbra), 2000
  • Maria Emília Mesquita Nogueira Fonctional estimation in ergodic processes co-supervision with Michel Delecroix (Universidade de Toulouse I), 1993
  • Ana Cristina Rosa Forecasting under an ergodic hypothesis co-supervision with Michel Delecroix (Universidade de Toulouse I), 1993

• Adittional information

   Current domain of research:

  Non linear time series models - probabilistic and statistical study

  Bachelor in Applied Mathematics, University of Coimbra, 1977. "Docteur  de 3éme cycle" in Mathematical Statistics, University of Paris VI, 1982. PhD in Sciences, Probability and Statistics, University of Coimbra, 1985. Habilitation in Mathematics, University of Coimbra, 1998. Full Professor since 2000. Researcher at the Centre for Mathematics, University of Coimbra (CMUC). Pfizer Clinical Research Award Honorable Mention in 2005 and Bial Award for Clinical Medicine 2006 (member of the winning teams). Member elected of the International Statistical Institute (ISI), 2002. Supervision of Master and PhD theses. Participation in national and international scientific meetings. Publication of books and scientifical papers.

Research and Events