Workshop em Homenagem ao Prof. Morettin

PROGRAMA

19/10 – Sexta feira

16:00 – 18:00 Inscrição

18:00 – 20:00 Sessão Poster

20:00 Coquetel

20/10 – Sábado

8:30 – 9:00 Abertura

9:00 – 9:40 Pranab K. Sen – Rank Tests for Short Memory Stationarity (joint work with Matteo M. Pelagatti, Milano)

9:40 – 10:20 Beatriz Mendes – Choosing an optimal investment strategy: The role of robust pair-copulas based portfolios

10:20 – 10:40 Coffee break

10:40 – 11:20 Luiz K. Hotta – A generalization of the mixture model using copula function (joint work with Rodrigo Tsai)

11:20 – 12:00 Silvia R. Lopes – Quasi-likelihood Estimation on SFIEGARCH Process

12:00 – 14:00 Almoço

14:00 – 14:50 David Stoffer – Enveloping Spectral Surfaces: Covariate Dependent Spectral Analysis of Categorical Time Series

14:50 – 16:30 Daniel Peña – Outlier detection in ARIMA and seasonal ARIMA models by Bayesian Information Type Criteria

(joint work with Pedro Galeano)

16:20 – 17:00 Coffee break

17:00 – 17:50 Pedro L. Valls – Evaluating the existence of structural change in the Brazilian term structure of interest: evidence based on cointegration models with structural break

20:00 Jantar por Adesão

21/10 – Domingo

9:00 – 9:50 Rafael Irizarry – Bump Hunting in the Cancer Epigenome

9:50 – 10:40 Robert Shumway – Space-time Modeling of Longitudinal Employment-Household Dynamics

10:40 – 11:00 Coffee break

11:00 – 11:50 Brani Vidakovic – Diagnostics of Mammograms by Wavelet-based Scaling Tools

12:00 Encerramento

12:00 Almoço