Banca de QUALIFICAÇÃO: DANIEL LEONARDO RAMÍREZ OROZCO

Uma banca de QUALIFICAÇÃO de MESTRADO foi cadastrada pelo programa.
DISCENTE : DANIEL LEONARDO RAMÍREZ OROZCO
DATA : 27/10/2016
HORA: 13:30
LOCAL: Sala de seminários de estatística CCET
TÍTULO:

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PALAVRAS-CHAVES:

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PÁGINAS: 67
GRANDE ÁREA: Ciências Exatas e da Terra
ÁREA: Probabilidade e Estatística
SUBÁREA: Probabilidade e Estatística Aplicadas
RESUMO:

 Time series, viewed as a collection of observations measured sequentially over time, has been studying with deep notoriety in recent years, looking up applications and new proposals autoregressive models that extend the field of study. This paper proposes a new first order mixed autoregressive model with Poisson innovations, denoted POMINAR (1), mixing two operators known as thinning binomial and thinning Poisson, it also provides the interpretation of these operators and demonstrates their respective properties, as well as a possible case of applying POMINAR (1). Expected value, variance, conditional expectation and conditional variance of the proposed process are taken step by step. In detail the transition probabilities are developed. The maximum conditional likelihood estimators to the process parameters are determined and an application to a real data set is given seeking the effectiveness of the proposed model.

MEMBROS DA BANCA:
Presidente - 1217007 - ANDRE LUIS SANTOS DE PINHO
Interno - 2083593 - LUZ MILENA ZEA FERNANDEZ
Interno - 1023112 - MARCELO BOURGUIGNON PEREIRA