Sumários
C23 - GENERAL NOTIONS OF STOCHASTIC PROCESSES
13 Novembro 2020, 15:30 • 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.
Examples.
6. DISCRETE TIME MARKOV CHAINS
6.1. Definitions.
6.2. Transition probability matrices.
(10 students presential; 11 students online)
C22 - INTRODUCTION TO COPULAS
11 Novembro 2020, 14:00 • Alexandra Bugalho de Moura
Exercises.
(10 students presential; 12 students online)
C21 - INTRODUCTION TO COPULAS
6 Novembro 2020, 15:30 • Alexandra Bugalho de Moura
4.4. Tail dependence; examples.
4.5. Archimedean copulas; examples.
4.6. Elliptical copulas; examples
4.7. Extreme value copulas; examples.
(3 students presential; 17 students online)
C20 - INTRODUCTION TO COPULAS
4 Novembro 2020, 14:00 • Alexandra Bugalho de Moura
4.3. Measures of dependency
4.4. Tail dependence (Examples)
(4 students presential; 17 students online)