Paula Manuela Lemos Pereira Milheiro de Oliveira's Annual Report
Year:
2015
Brief description of the research activities:
Continuing interdisciplinary work in investigating inferential methods for vectorial SDEs applied to structural mechanics problems, in collaboration with CONSTRUCT unit. In particular a detection test for the existence of a parameter change in a 2-dimension SDE has been built. The parameter estimation problem of a linear SDE involving fractional Brownian motion has been investigated but properties of the estimator that we built are still a conjecture.
We buitd up statistical models for fiber orientation in concrete materials and proved that an aparatus based on magnetisation can be used to optimise orientation of fibers in concrete production. (collaboration with CONSTRUCT unit).
Talks / Seminars / Courses :
Communications in international conferences
Title:
Estimation of the Drift of a 2-Dimension Linear Stochastic System Perturbed by a Fractional Brownian Motion
Name of the event:
Dynstoch 2015
Talk:
Contributed talk
Date:
27.05.2015 to 29.05.2015
Host institution:
Mathematical Statistics, Centre for Mathematical Sciences, Lund University
Country:
Sweeden
Location / City:
Lund
Website:
Title:
Change-point testing of a 2-regime and 2-dimension Ornstein-Uhlenbeck process modelling the dynamics of an engineering structure
Name of the event:
2015 International Meeting - AMS/EMS/SPM
Talk:
Invited talk
Date:
10.06.2015 to 13.06.2015
Host institution:
Universidade do Porto
Country:
Portugal
Location / City:
Porto
Website:
Title:
Estimation of the drift of a 2-dimension linear stochastic system perturbed by a fractional Brownian motion
Name of the event:
Workshop S.A.P.S.X. - Asymptotical Statistic Processes
Talk:
Contributed talk
Date:
17.03.2015 to 20.03.2015
Host institution:
Université du Maine
Country:
France
Location / City:
Le Mans
Communications in national conferences
Title:
Estimação dos parâmetros de um modelo estocástico de dimensão 2 perturbado por um movimento browniano fracionário
Name of the event:
XXII Congresso da Sociedade Portuguesa de Estatística - SPE 2015
Talk:
Contributed talk
Date:
07.10.2015 to 10.10.2015
Host institution:
Algarve University
Country:
Portugal
Location / City:
Olhão
Organization of scientific meetings:
Role:
Co-organizer of invited session 5: Applications of Stochastic Differential Equations
Name of the event:
International Meeting AMS/EMS/SPM 2015
start and end date:
June 10, 2015 to June 13, 2015
Host institution:
Universidade do Porto
Country:
Portugal
Location / City:
Porto