Statistics and Risk Management Publications 2016

Journal article

Mota PP, Esquivel ML. "Model selection for stock prices data." J. Appl. Stat.. 2016;43:2977-2987.

Book

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Book Chapter

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Conference proceedings

Areia A, Mexia JT. "ANOVA Like Analysis of Cancer Death Age." In: Simos T, Tsitouras C, eds. Proceedings of the International Conference on Numerical Analysis and Applied Mathematics 2015 (ICNAAM-2015). Vol. 1738.; 2016. AIP Conference Proceedings 1738.
Areia A, Mexia JT. "ANOVA Like Analysis of Cancer Death Age." In: Simos T, Tsitouras C, eds. Proceedings of the International Conference on Numerical Analysis and Applied Mathematics 2015 (ICNAAM-2015). Vol. 1738.; 2016. AIP Conference Proceedings 1738.
Caeiro F, Marques FJ, Mateus A, Atal S. "A note on the Jackson Exponentiality Test." In: Simos TE, Kalogiratou Z, Monovasilis T, eds. Proceedings of the International Conference of Computational Methods in Sciences and Engineering 2016 (ICCMSE-2016). Vol. 1790.; 2016. AIP Conference Proceedings 1790.
Carvalho F, Covas R. "Mixed Additive Models." In: Simos T, Tsitouras C, eds. Proceedings of the International Conference on Numerical Analysis and Applied Mathematics 2015 (ICNAAM-2015). Vol. 1738.; 2016. AIP Conference Proceedings 1738.
Carvalho F, Covas R. "Mixed Additive Models." In: Simos T, Tsitouras C, eds. Proceedings of the International Conference on Numerical Analysis and Applied Mathematics 2015 (ICNAAM-2015). Vol. 1738.; 2016. AIP Conference Proceedings 1738.
Covas R, Carvalho F. "Construction of Linear Models: a Framework Based on Commutative Jordan Algebras." In: Simos T, Tsitouras C, eds. Proceedings of the International Conference on Numerical Analysis and Applied Mathematics 2015 (ICNAAM-2015). Vol. 1738.; 2016. AIP Conference Proceedings 1738.
Covas R, Carvalho F. "Construction of Linear Models: a Framework Based on Commutative Jordan Algebras." In: Simos T, Tsitouras C, eds. Proceedings of the International Conference on Numerical Analysis and Applied Mathematics 2015 (ICNAAM-2015). Vol. 1738.; 2016. AIP Conference Proceedings 1738.
Dias C, Santos C, Varadinov M, Mexia JT. "ANOVA Like Analysis for Structured Families of Stochastic Matrices." In: Simos TE, Kalogiratou Z, Monovasilis T, eds. Proceedings of the International Conference of Computational Methods in Sciences and Engineering 2016 (ICCMSE-2016). Vol. 1790.; 2016. AIP Conference Proceedings 1790.
Esquivel ML, Fernandes JM, Guerreiro GR. "An Open Markov Chain Scheme Model for a Credit Consumption Portfolio fed by ARIMA and SARMA Processes." In: Simos T, Tsitouras C, eds. Proceedings of the International Conference on Numerical Analysis and Applied Mathematics 2015 (ICNAAM-2015). Vol. 1738.; 2016. AIP Conference Proceedings 1738.
Esquivel ML, Fernandes JM, Guerreiro GR. "An Open Markov Chain Scheme Model for a Credit Consumption Portfolio fed by ARIMA and SARMA Processes." In: Simos T, Tsitouras C, eds. Proceedings of the International Conference on Numerical Analysis and Applied Mathematics 2015 (ICNAAM-2015). Vol. 1738.; 2016. AIP Conference Proceedings 1738.
Esquivel ML, Fernandes JM, Guerreiro GR. "An Open Markov Chain Scheme Model for a Credit Consumption Portfolio fed by ARIMA and SARMA Processes." In: Simos T, Tsitouras C, eds. Proceedings of the International Conference on Numerical Analysis and Applied Mathematics 2015 (ICNAAM-2015). Vol. 1738.; 2016. AIP Conference Proceedings 1738.
Esquivel ML, Fernandes JM, Guerreiro GR. "An Open Markov Chain Scheme Model for a Credit Consumption Portfolio fed by ARIMA and SARMA Processes." In: Simos T, Tsitouras C, eds. Proceedings of the International Conference on Numerical Analysis and Applied Mathematics 2015 (ICNAAM-2015). Vol. 1738.; 2016. AIP Conference Proceedings 1738.
Faias M, Mota P, Mulenga A, Pina JP. "Asymmetry of ARCH effects and Natural Resources Disease or Virtue: Mozambique Experience." In: Simos T, Tsitouras C, eds. Proceedings of the International Conference on Numerical Analysis and Applied Mathematics 2015 (ICNAAM-2015). Vol. 1738.; 2016. AIP Conference Proceedings 1738.
Faias M, Mota P, Mulenga A, Pina JP. "Asymmetry of ARCH effects and Natural Resources Disease or Virtue: Mozambique Experience." In: Simos T, Tsitouras C, eds. Proceedings of the International Conference on Numerical Analysis and Applied Mathematics 2015 (ICNAAM-2015). Vol. 1738.; 2016. AIP Conference Proceedings 1738.
Gomes DP, Sequeira IJ, Figueiredo C, Rueff J, Bras A. "The Human Chromosomal Fragile Sites More Often Involved in Constitutional Deletions and Duplications - a Genetic and Statistical Assessment." In: Simos TE, Kalogiratou Z, Monovasilis T, eds. Proceedings of the International Conference of Computational Methods in Sciences and Engineering 2016 (ICCMSE-2016). Vol. 1790.; 2016. AIP Conference Proceedings 1790.
Gomes DP, Sequeira IJ, Figueiredo C, Rueff J, Bras A. "The Human Chromosomal Fragile Sites More Often Involved in Constitutional Deletions and Duplications - a Genetic and Statistical Assessment." In: Simos TE, Kalogiratou Z, Monovasilis T, eds. Proceedings of the International Conference of Computational Methods in Sciences and Engineering 2016 (ICCMSE-2016). Vol. 1790.; 2016. AIP Conference Proceedings 1790.
Inacio S, Mexia JT, Fonseca M, Carvalho F. "Estimation for Large Non-centrality Parameters." In: Simos T, Tsitouras C, eds. Proceedings of the International Conference on Numerical Analysis and Applied Mathematics 2015 (ICNAAM-2015). Vol. 1738.; 2016. AIP Conference Proceedings 1738.
Inacio S, Mexia JT, Fonseca M, Carvalho F. "Estimation for Large Non-centrality Parameters." In: Simos T, Tsitouras C, eds. Proceedings of the International Conference on Numerical Analysis and Applied Mathematics 2015 (ICNAAM-2015). Vol. 1738.; 2016. AIP Conference Proceedings 1738.
Marques FJ, Coelho C. "Near-exact Distributions for Positive Linear Combinations of Independent Non-central Gamma Random Variables." In: Simos T, Tsitouras C, eds. Proceedings of the International Conference on Numerical Analysis and Applied Mathematics 2015 (ICNAAM-2015). Vol. 1738.; 2016. AIP Conference Proceedings 1738.
Marques FJ, Coelho C. "Near-exact Distributions for Positive Linear Combinations of Independent Non-central Gamma Random Variables." In: Simos T, Tsitouras C, eds. Proceedings of the International Conference on Numerical Analysis and Applied Mathematics 2015 (ICNAAM-2015). Vol. 1738.; 2016. AIP Conference Proceedings 1738.
Mateus A, Caeiro F, Gomes DP, Sequeira IJ. "Statistical Analysis of Extreme River Flows." In: Simos TE, Kalogiratou Z, Monovasilis T, eds. Proceedings of the International Conference of Computational Methods in Sciences and Engineering 2016 (ICCMSE-2016). Vol. 1790.; 2016. AIP Conference Proceedings 1790.
Mateus A, Caeiro F, Gomes DP, Sequeira IJ. "Statistical Analysis of Extreme River Flows." In: Simos TE, Kalogiratou Z, Monovasilis T, eds. Proceedings of the International Conference of Computational Methods in Sciences and Engineering 2016 (ICCMSE-2016). Vol. 1790.; 2016. AIP Conference Proceedings 1790.
Monteiro S, Fonseca M, Carvalho F. "Estimators for Variance Components in Structured Stair Nesting Models." In: Simos T, Tsitouras C, eds. Proceedings of the International Conference on Numerical Analysis and Applied Mathematics 2015 (ICNAAM-2015). Vol. 1738.; 2016. AIP Conference Proceedings 1738.
Monteiro S, Fonseca M, Carvalho F. "Estimators for Variance Components in Structured Stair Nesting Models." In: Simos T, Tsitouras C, eds. Proceedings of the International Conference on Numerical Analysis and Applied Mathematics 2015 (ICNAAM-2015). Vol. 1738.; 2016. AIP Conference Proceedings 1738.
Santos C, Nunes C, Dias C, Varadinov M, Mexia JT. "Imbedding Linear Regressions in Models for Factor Crossing." In: Simos TE, Kalogiratou Z, Monovasilis T, eds. Proceedings of the International Conference of Computational Methods in Sciences and Engineering 2016 (ICCMSE-2016). Vol. 1790.; 2016. AIP Conference Proceedings 1790.
Santos C, Nunes C, Dias C, Varadinov M, Mexia JT. "Imbedding Linear Regressions in Models for Factor Crossing." In: Simos TE, Kalogiratou Z, Monovasilis T, eds. Proceedings of the International Conference of Computational Methods in Sciences and Engineering 2016 (ICCMSE-2016). Vol. 1790.; 2016. AIP Conference Proceedings 1790.

Outreach Papers

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Thesis

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