Paula Manuela Lemos Pereira Milheiro de Oliveira's Annual Report

Paula Manuela Lemos Pereira Milheiro de Oliveira's Annual Report

Year: 

2014

Brief description of the research activities: 

Continuing interdisciplinary work in investigating parameter estimation methods for linear vectorial SDEs applied to structural mechanics problems, in collaboration with CEC unit (ViBest project);
Applying the theorie of renewal processes to derive formuale for mean length and time nad variability of pretimed crossing roads.

Proceedings of international conferences (peer reviewed): 

Papers accepted for publication in peer reviewed journals: 

Paula Manuela Lemos Pereira Milheiro de Oliveira

Communications in international conferences : 

Authors: 

Ana Filipa Prior
Paula Milheiro-Oliveira
Marina Kleptsyna

Title: 

Parameter estimation of a particular class of 2n dimension Ornstein-Uhlenbeck processes

Name of the event: 

SMTDA2014

Start and end date: 

Wednesday, 11 June, 2014 to Saturday, 14 June, 2014

Location / City: 

Lisbon

Country: 

Portugal

Authors: 

Ana Filipa Prior
Paula Milheiro Oliveira

Title: 

Parameter estimation of the drift of a two-regime bidimensional Ornstein-Uhlenbeck process with singular diffusion matrix

Name of the event: 

Dynstoch'2014

Start and end date: 

Wednesday, 21 May, 2014 to Friday, 23 May, 2014

Location / City: 

Warwick

Country: 

UK

Talks / Seminars / Courses : 

Student Mentoring: 

Ana Filipa Prior, Estimação de parâmetros em modelos estocásticos de estruturas com comportamento dinâmico linear e quasi linear, 2015
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