On the non-negative first-order exponential bilinear time series model

In this paper the bilinear model BL(1,0,1,1) driven by exponential distributed innovations is studied in some detail. Conditions under which the model is strictly stationary as well as some properties of the stationary distribution are discussed. Moreover, parameter estimation is also addressed. (C) 2005 Elsevier B.V. All rights reserved

Replicated INAR(1) processes

Replicated time series are a particular type of repeated measures, which consist of time-sequences of measurements taken from several subjects (experimental units). We consider independent replications of count time series that are modelled by first-order integer-valued autoregressive processes, INAR(1). In this work, we propose several estimation methods using the classical and the Bayesian approaches and both in time and frequency domains. Furthermore, we study the asymptotic properties of the estimators. The methods are illustrated and their performance is compared in a simulation study. Finally, the methods are applied to a set of observations concerning sunspot data.PRODEP II

Optimal alarm systems for count processes

In many phenomena described by stochastic processes, the implementation of an alarm system becomes fundamental to predict the occurrence of future events. In this work we develop an alarm system to predict whether a count process will upcross a certain level and give an alarm whenever the upcrossing level is predicted. We consider count models with parameters being functions of covariates of interest and varying on time. This article presents classical and Bayesian methodology for producing optimal alarm systems. Both methodologies are illustrated and their performance compared through a simulation study. The work finishes with an empirical application to a set of data concerning the number of sunspot on the surface of the sun

Estimation and forecasting in SUINAR(1) model

This work considers a generalization of the INAR(1) model to the panel data first order Seemingly Unrelated INteger AutoRegressive Poisson model, SUINAR(1). It presents Bayesian and classical methodologies to estimate the parameters of Poisson SUINAR(1) model and to forecast future observations of the process. In particular, prediction intervals for forecasts - classical approach - and HPD prediction intervals - Bayesian approach - are derived. A simulation study is provided to give additional insight into the finite sample behaviour of the parameter estimates and forecasts

On the anomalous mass defect of strange stars in the Field Correlator Method

We investigate general aspects of the mass defects of strange stars in the context of the Field Correlator Method, without magnetic field. The main parameters of the model that enter the corresponding nonperturbative equation of state of the quark gluon plasma are the gluon condensate $G_2$ and the large distance static $Q{\bar Q}$ potential $V_1$. We calculate mass defects of stellar configurations in the central density range $11<\log\rho_c<18$. In general, the mass defects are strongly dependent on the model parameters. For a large range of values of $G_2$ and $V_1$, we obtain anomalous mass defects with magnitudes around $10^{53}\,$erg\,, of the same order of the observed energies of gamma-ray bursts and neutrino emissions in SN1987A, and of the theoretically predicted energies of the quark-novae explosions.Comment: 24 pages, 6 figure

Strange stars properties calculated in the framework of the Field Correlator Method

We calculate the strange star properties in the framework of the Field Correlator Method. We find that for the values of the gluon condensate $G_2=0.006\;{\rm GeV}^4$ and $G_2=0.0068\;{\rm GeV}^4$, which give a critical temperature $T_c\sim170\;{\rm MeV}$ at $\mu_c=0$, the sequences of strange stars are compatible with some of the semi-empirical mass-radius relations and data obtained from astrophysical observations.Comment: 26 pages, 10 figure

Geomorfologia glaciária e periglaciária: contributo para a inventariação do património geológico português

Este trabalho enquadra-se num projecto que tem em vista a avaliação do património geológico Português e a elaboração de uma proposta, dirigida às autoridades competentes, para a classificação e conservação dos geossítios mais relevantes em território nacional. Para tal, foram definidas vinte e nove categorias temáticas (contextos geológicos), representativas dos principais interesses científicos ao nível da geodiver- sidade em território nacional, visando-se igualmente abranger a totalidade do país. Nesse contexto, a “geomorfologia glaciária e periglaciária” foi seleccionada como um desses temas, em função da importância científica reconhecida aos vestígios glaciários e periglaciários em Portugal. Se- guindo uma metodologia geral que considera duas etapas principais (inventariação e quantificação) e seis sub-etapas (identificação de potenciais geossítios, avaliação qualitativa, selecção, caracterização, avaliação numérica e seriação), seleccionaram-se, após as primeiras três sub-etapas, dezasseis geossítios com relevância nacional no âmbito desta categoria temática. Dez deles estão situados na Serra da Estrela (Lagoacho-Covão do Urso; Nave Travessa; Lagoa Comprida; Salgadeiras; Covões de Loriga; Covão Cimeiro-Cântaro Magro; Pedrice; Nave de Santo António; Vale do Zêzere; Lagoa Seca), três na Serra do Gerês (Vale do Homem; Planalto do Couce; Compadre), dois na Serra da Peneda (Vale do Alto Vez; Gorbelas-Junqueira) e um na Serra da Cabreira (Toco-Soutinho).This work is part of a research project on the geological heritage assessment aiming at classification and conservation by Portuguese authorities of the most relevant geosites. For that purpose twenty-nine geological frameworks were defined, representing the main scientific interests on Portugal’s geodiversity, and aiming the total coverage of the Portuguese territory. “Glacial and periglacial morphology” was selected as one of the frameworks by a group of experts, considering the high scientific value of these issues in Portugal, which are relics of the latest glacial periods that affected the mountains of Iberian Peninsula. Following a general methodology based on two main stages (inventory and quantification) and six sub-stages (identification of potential geosites, qualitative assessment, selection, characterization, numerical assessment and ranking) sixteen “glacial and periglacial” geosites with national relevance were selected, after the first three sub-stages. Ten of the geosites are located in Estrela Mountain (Lagoacho-Covão do Urso; Nave Travessa; Lagoa Comprida; Salgadeiras; Covões de Loriga; Covão Cimeiro-Cântaro Magro; Pedrice; Nave de Santo António; Vale do Zêzere; Lagoa Seca), three in Gerês Mountain (Vale do Homem; Planalto do Couce; Compadre), two in Peneda Mountain (Vale do Alto Vez; Gorbelas-Junqueira) and one in Cabreira Mountain (Toco-Soutinho).Este trabalho é apoiado pela Fundação para a Ciência e a Tecnologia, através do financiamento plurianual do CGUP e do projecto de investigação “Identificação, caracterização e conservação do património geológico: uma estratégia de geoconservação para Portugal” (PTDC/CTEGEX/64966/2006).info:eu-repo/semantics/publishedVersio