Sumários

10 Novembro 2021, 08:30 • Alexandra Bugalho de Moura

5. GENERAL NOTIONS OF STOCHASTIC PROCESSES

5.1. Some definitions.

5.2. Specification of a stochastic process.

5.3. Classification of a stochastic process.

6. DISCRETE TIME MARKOV CHAINS

6.1. Definitions.

6.2. Transition probability matrices.

5 Novembro 2021, 14:00 • Alexandra Bugalho de Moura

4.5. Archimedean copulas

4.6. Elliptical copulas

4.7. Extreme value copulas

3 Novembro 2021, 08:30 • Alexandra Bugalho de Moura

4. INTRODUCTION TO COPULAS

4.3. Measures of dependency

4.4. Tail dependence

4.5. Archimedean copulas

29 Outubro 2021, 14:00 • Alexandra Bugalho de Moura

4. INTRODUCTION TO COPULAS

4.2. Skalar’s theorem and copulas

4.3. Measures of dependency

27 Outubro 2021, 08:30 • Alexandra Bugalho de Moura

4. INTRODUCTION TO COPULAS

4.1. Introduction

4.2. Skalar’s theorem and copulas