Estimation for modified data 1/2

25 Outubro 2011, 10:00 • João Andrade e Silva

Kaplan_Meier estimator

Nelson-AAlen estimator

Greenwood's formula

Examples

---

Probabilistic models - 2

20 Outubro 2011, 12:00 • ANTÓNIO DA ASCENSÃO COSTA

4.3.2           Moving average models: stationarity and invertility; ACF and PACF. MA(1) and MA(2) processes

4.3.3           ARMA models: stationarity and invertibility; ACF and PACF. ARMA(1,1) process

---

Estimation for individual data 2/2

18 Outubro 2011, 10:00 • João Andrade e Silva

Estimation for grouped data

Means, variances and cnfidence intervals for complete data (indidual and grouped)

---

Probabilistic models-1

13 Outubro 2011, 10:00 • ANTÓNIO DA ASCENSÃO COSTA

4.1.4           Sample autocorrelation function and serial dependence

4.2    Stationary and integrated processes

4.2.1           Definition of second-order stationarity: autocovariance and autocorrelation functions

4.2.2           White noise process and the general linear process

4.2.3           Integrated processes: the random walk

4.3    Stationary models: autoregressive (AR) , moving average (MA) and mixed (ARMA)

4.3.1           Autoregressive models: stationarity conditions, autocorrelation functions (ACF) and partial autocorrelation functions (PACF). AR(1) and AR(2) processes

---

Estimation for complete data

11 Outubro 2011, 10:00 • João Andrade e Silva

Review of mathematical statistics

      Hypotheses testing

 

Estimation for complete individaul data data

      Introduction

      Empirical distribution for complete individual data

     Nelson-AAlen estimate of the cumulative hazard rate

     Examples using R

 

---