Some Computational Aspects of Gaussian CARMA Modelling

Representation of continuous-time ARMA, CARMA, models is reviewed. Computational aspects of simulating and calculating the likelihood-function of CARMA are summarized. Some numerical properties are illustrated by simulations. Some real data applications are shown.CARMA, maximum-likelihood, spectrum, Kalman filter, computation

Modelling irregularly spaced time series under preferential sampling

Irregularly spaced time series are commonly encountered in the analysis of time series. A particular case is that in which the collection procedure over time depends also on the observed values. In such situations, there is stochastic dependence between the process being modeled and the times at which the observations are made. Ignoring this dependence can lead to biased estimates and misleading inferences. In this paper, we introduce the concept of preferential sampling in the temporal dimension and we propose a model to make inference and prediction. The methodology is illustrated using artificial data as well a real data set.The authors acknowledge Foundation FCT (Fundacao para a Ciencia e Tecnologia) for funding through Individual Scholarship PhD PD/BD/105743/2014, Centre of Mathematics of Minho University and Center for Research & Development in Mathematics and Applications of Aveiro University within project UID/MAT/04106/2019

Some Computational Aspects of Gaussian CARMA Modelling

Abstract: Representation of continuous-time ARMA, CARMA, models is reviewed. Computational aspects of simulating and calculating the likelihood-function of CARMA are summarized. Some numerical properties are illustrated by simulations. Some real data applications are shown.

Livro de Atas do III Encontro Luso-Galaico de Biometria

A cidade de Aveiro foi escolhida, pelas Sociedade Portuguesa de Estatística (SPE) e Sociedade Galega para a Promoción da Estatística e Investigación de Operacións (SGAPEIO), para acolher o III Encontro Luso-Galaico de Biometria (EBio2018). Neste terceiro encontro sobre Biometria, realizado no Departamento de Matemática da Universidade de Aveiro, de 28 a 30 de junho de 2018, reunimos cerca de 100 participantes que desenvolvem e/ou aplicam metodologias estatísticas a dados das ciências da vida e do meio ambiente. Com o objetivo de criar sinergias entre diferentes áreas de aplicação e discutir os mais recentes desenvolvimentos metodológicos em Biometria, este encontro encoraja futuras colaborações e discussão entre os participantes. (...