Sumários

Monitoring multivariate output

28 maio 2024, 17:00 • Manuel Cabral Morais

Comparison of joint schemes for multivariate normal i.i.d. output

Monitoring financial time series

28 maio 2024, 13:30 • Manuel Cabral Morais

GARCH processes and the phenomenon of misleading signals
Monitoring the value at risk over time in Finance

Monitoring autoregressive counts

27 maio 2024, 08:00 • Manuel Cabral Morais

On ARL-unbiased c-charts for INAR(1) Poisson counts
An ARL-unbiased chart for autoregressive geometric counts

MAP30#4

21 maio 2024, 17:00 • Manuel Cabral Morais

 MAP30#4 (chapters: 10; 13, except sections 13.5-13.7)

Revision of Chapter 10

21 maio 2024, 13:30 • Manuel Cabral Morais

Revision of Chapter 10 (with the lecture notes)