C25 - Discrete time Markov Chains

27 Outubro 2025, 10:00 • Alexandra Bugalho de Moura

6.2 Transition probability matrices

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C24 - General notions of stochastic processes and discrete-time Markov chains

22 Outubro 2025, 10:30 • 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.

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C23 - Introduction to copulas

20 Outubro 2025, 10:00 • Alexandra Bugalho de Moura

Exercises.

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C22 - Introduction to Copulas

15 Outubro 2025, 10:30 • Alexandra Bugalho de Moura

4.5 Archimedean copulas

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C21 - Introduction to Copulas

13 Outubro 2025, 10:00 • Alexandra Bugalho de Moura

4.3 Measures of dependence: concordance measures, Kendal's tau, Spearman's rho

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