Ana Filipa Martinó da Silva Pontes Prior's Annual Report
Year:
2013
Brief description of the research activities:
Further development of the research work to complete the phd thesis entitled " Estimação de parâmetros em modelos estocásticos de estruturas com comportamento dinâmico linear e quasi linear" supervised by Prof. Dr. Paula Milheiro de Oliveira.
Communications in international conferences :
Title:
Maximum likelihood estimation of 2n dimension Ornstein-Uhlenbeck processes with singular diffusion matrix: The LAN property
Name of the event:
Dynstoch 2013
Host institution:
Start and end date:
Wednesday, 17 April, 2013 to Friday, 19 April, 2013
Location / City:
Copenhagen
Country:
Denmark
Title:
Asymptotic properties of theMLE of the drift coefficients of a bidimensional Ornstein-Uhlenbeck process with singular diffusion matrix
Name of the event:
Workshop Asymptotical Statistics of Stochastic Processes IX — S.A.P.S. IX
Host institution:
Start and end date:
Monday, 11 March, 2013 to Thursday, 14 March, 2013
Location / City:
Le Mans
Country:
France
Communications in national conferences:
Ana Filipa Prior, Paula Milheiro-Oliveira, Estimação dos parâmetros de um modelo estocástico com mudança de regime, XXI Congresso da SPE, Aveiro, Portugal, Friday, 29 November, 2013 to Monday, 2 December, 2013