A score test for non-nested hypotheses with applications to discrete data models

This paper suggests that a convenient score test against non-nested alternatives can be constructed from the linear combination of the likelihood functions of the competing models. It is shown that this procedure is essentially a test for the correct specification of the conditional distribution of the variable of interest.

Brownian motion with drift threshold model

In this thesis we implement estimating procedures in order to estimate threshold parameters for the continuous time threshold models driven by stochastic di®erential equations. The ¯rst procedure is based on the EM (expectation-maximization) algorithm applied to the threshold model built from the Brownian motion with drift process. The second procedure mimics one of the fundamental ideas in the estimation of the thresholds in time series context, that is, conditional least squares estimation. We implement this procedure not only for the threshold model built from the Brownian motion with drift process but also for more generic models as the ones built from the geometric Brownian motion or the Ornstein-Uhlenbeck process. Both procedures are implemented for simu- lated data and the least squares estimation procedure is also implemented for real data of daily prices from a set of international funds. The ¯rst fund is the PF-European Sus- tainable Equities-R fund from the Pictet Funds company and the second is the Parvest Europe Dynamic Growth fund from the BNP Paribas company. The data for both funds are daily prices from the year 2004. The last fund to be considered is the Converging Europe Bond fund from the Schroder company and the data are daily prices from the year 2005.

Production of recombinant protein hLIF in static and dynamic systems of animal cell culture

Thesis for the Degree of Master of Science in Biotechnology Universidade Nova de Lisboa, Faculdade de Ciências e Tecnologia

Multi-bit sigma-delta modulators with enhanced dynamic-range using non-linear DAC for hearing aids

15th IEEE International Conference on Electronics, Circuits and Systems, Malta

An implementation of dynamic fully compressed suffix trees

Dissertação apresentada na Faculdade de Ciências e Tecnologia da Universidade Nova de Lisboa para obtenção do grau de Mestre em Engenharia Informática

Simple and stable dynamic traffic engineering for provider scale ethernet

Trabalho apresentado no âmbito do Mestrado em Engenharia Informática, como requisito parcial para obtenção do grau de Mestre em Engenharia Informática

A lightweight distributed super peer election algorithm for unstructured dynamic P2P systems

Dissertação apresentada na Faculdade de Ciências e Tecnologia da Universidade Nova de Lisboa para obtenção do grau de Mestre em Engenharia Electrotécnica e de Computadores

A middleware for service oriented computing in dynamic environments

Dissertação apresentada na Faculdade de Ciências e Tecnologia da Universidade Nova de Lisboa para a obtenção do Grau de Mestre em Engenharia Informática

Static laws in dynamic environments (bridging science to legislation)

Proceedings of the First International Conference on Coastal Conservation and Management in the Atlantic and Mediterranean, p. 193-200

Dynamic and interaction of cytochrome c with Pf1 virus

Dissertação apresentada na Faculdade de Ciências e Tecnologia da Universidade Nova de Lisboa para obtenção do grau de Mestre em BioOrgânica

Organising interoperability information on highly dynamic and heterogeneous environments

Dissertação para obtenção do Grau de Mestre em Engenharia Electrotécnica e de Computadores

Sustainability of systems interoperability in dynamic business networks

Dissertação para obtenção do Grau de Doutor em Engenharia Electrotécnica e de Computadores

Evaluating Dynamic Signage for Emergency Evacuation using an Immersive Video Environment

Dissertation submitted in partial fulfillment of the requirements for the Degree of Master of Science in Geospatial Technologies.

What is the value of value-at-risk after all?: A conditional approach using quantile regressions

A Work Project, presented as part of the requirements for the Award of a Masters Degree in Finance from the NOVA – School of Business and Economics

Patterns in financial markets: Dynamic time warping

A Work Project, presented as part of the requirements for the Award of a Masters Degree in Finance from the NOVA – School of Business and Economics