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.

Critical reappraisal of Late Mesozoic-Cenozoic Central and North Atlantic, Caribbean and Mediterranean evolution

(l) The Pacific basin (Pacific area) may be regarded as moving eastwards like a double zip fastener relative to the continents and their respective plates (Pangaea area): opening in the East and closing in the West. This movement is tracked by a continuous mountain belt, the collision ages of which increase westwards. (2) The relative movements between the Pacific area and the Pangaea area in the W-EfE-W direction are generated by tidal forces (principle of hypocycloid gearing), whereby the lower mantle and the Pacific basin or area (Pacific crust = roof of the lower mantle?) rotate somewhat faster eastwards around the Earth's spin axis relative to the upper mantle/crust system with the continents and their respective plates (Pangaea area) (differential rotation). (3) These relative West to East/East to West displacements produce a perpetually existing sequence of distinct styles of opening and closing oeean basins, exemplified by the present East to West arrangement of ocean basins around the globe (Oceanic or Wilson Cycle: Rift/Red Sea style; Atlantic style; Mediterranean/Caribbean style as eastwards propagating tongue of the Pacific basin; Pacific style; Collision/Himalayas style). This sequence of ocean styles, of which the Pacific ocean is a part, moves eastwards with the lower mantle relative to the continents and the upper-mantle/crust of the Pangaea area. (4) Similarly, the collisional mountain belt extending westwards from the equator to the West of the Pacific and representing a chronological sequence of collision zones (sequential collisions) in the wake of the passing of the Pacific basin double zip fastener, may also be described as recording the history of oceans and their continental margins in the form of successive Wilson Cycles. (5) Every 200 to 250 m.y. the Pacific basin double zip fastener, the sequence of ocean styles of the Wilson Cycle and the eastwards growing collisional mountain belt in their wake complete one lap around the Earth. Two East drift lappings of 400 to 500 m.y. produce a two-lap collisional mountain belt spiral around a supercontinent in one hemisphere (North or South Pangaea). The Earth's history is subdivided into alternating North Pangaea growth/South Pangaea breakup eras and South Pangaea growth/North Pangaea breakup eras. Older North and South Pangaeas and their collisional mountain belt spirals may be reconstructed by rotating back the continents and orogenic fragments of a broken spiral (e.g. South Pangaea, Gondwana) to their previous Pangaea growth era orientations. In the resulting collisional mountain belt spiral, pieced together from orogenic segments and fragments, the collision ages have to increase successively towards the West. (6) With its current western margin orientated in a West-East direction North America must have collided during the Late Cretaceous Laramide orogeny with the northern margin of South America (Caribbean Andes) at the equator to the West of the Late Mesozoic Pacific. During post-Laramide times it must have rotated clockwise into its present orientation. The eastern margin of North America has never been attached to the western margin of North Africa but only to the western margin of Europe. (7) Due to migration eastwards of the sequence of ocean styles of the Wilson Cycle, relative to a distinct plate tectonic setting of an ocean, a continent or continental margin, a future or later evolutionary style at the Earth's surface is always depicted in a setting simultaneously developed further to the West and a past or earlier style in a setting simultaneously occurring further to the East. In consequence, ahigh probability exists that up to the Early Tertiary, Greenland (the ArabiaofSouth America?) occupied a plate tectonic setting which is comparable to the current setting of Arabia (the Greenland of Africa?). The Late Cretaceous/Early Tertiary Eureka collision zone (Eureka orogeny) at the northern margin of the Greenland Plate and on some of the Canadian Arctic Islands is comparable with the Middle to Late Tertiary Taurus-Bitlis-Zagros collision zone at the northern margin of the Arabian Plate.

Evolução geológica de Portugal continental durante o Cenozóico - sedimentação aluvial e marinha numa margem continental passiva (Ibéria ocidental)

6º Simposio sobre el Margen Ibérico Atlántico MIA09

Modelação espacial do risco de ignição em Portugal Continental

Dissertação apresentada como requisito parcial para obtenção do grau de Mestre em Ciência e Sistemas de Informação Geográfica

Distribuição de Alcatraz (Morus bassanus) na costa continental portuguesa e sua relação com variáveis ambientais

Dissertação apresentada na Faculdade de Ciências e Tecnologia da Universidade Nova de Lisboa para obtenção do Grau de Mestre em Ecologia, Gestão e Modelação dos Recursos Marinhos

Recuperação de resíduos de embalagem através do tratamento mecânico e biológico em Portugal continental

Dissertação apresentada na Faculdade de Ciências e Tecnologia da Universidade Nova de Lisboa para obtenção do Grau de Mestre em Engenharia do Ambiente, ramo Gestão e Sistemas Ambientais

A importância crescente da auditoria interna na monitorização dos riscos nas empresas de transportes rodoviários de passageiros urbanos em Portugal continental

Mestrado em Contabilidade e Análise Financeira

Conforto bioclimático em Portugal continental no período 1941-2000: cartografia e detecção de evolução

Dissertação apresentada como requisito parcial para obtenção do grau de Mestre em Ciência e Sistemas de Informação Geográfica

Estudo da viabilidade de utilização da água de ETAR tratada para combate a incêndios florestais em Portugal continental

Dissertação apresentada na Faculdade de Ciências e Tecnologia da Universidade Nova de Lisboa para obtenção do grau de Mestre em: Engenharia do Ambiente - Perfil de Sanitária

Causas de incêndios florestais em Portugal continental. Análise estatística da investigação efetuada no último quindénio (1996 a 2010)

Ao longo dos últimos anos, Portugal não tem conseguido travar os incêndios florestais, tanto no que diz respeito número de ocorrências como no que se refere à dimensão das áreas ardidas, sobretudo durante o período estival, quando dominam temperaturas elevadas e a dessecação dos combustíveis gera um ambiente propício à propagação dos incêndios, cuja ignição, em mais de 90% dos casos, tem origem em atos humanos, negligentes e intencionais. Com o objetivo de melhor compreender a origem destes incêndios florestais, o presente estudo visa analisar as causas responsáveis pela ignição dos incêndios florestais em Portugal e acompanhar o modo como elas foram evoluindo, quer ao longo do tempo, quer em termos da sua distribuição espacial, no período compreendido entre 1996 e 2010.

Risco potencial de transmissão de malária em Portugal Continental

Dissertação de Mestrado em Gestão do Território – Área de Especialização em Detecção Remota e Sistemas de Informação Geográfica

Critical reappraisal of Late Mesozoic-Cenozoic Central and North Atlantic, Caribbean and Mediterranean evolution

(l) The Pacific basin (Pacific area) may be regarded as moving eastwards like a double zip fastener relative to the continents and their respective plates (Pangaea area): opening in the East and closing in the West. This movement is tracked by a continuous mountain belt, the collision ages of which increase westwards. (2) The relative movements between the Pacific area and the Pangaea area in the W-E/E-W direction are generated by tidal forces (principle of hypocycloid gearing), whereby the lower mantle and the Pacific basin or area (Pacific crust = roof of the lower mantle?) rotate somewhat faster eastwards around the Earth's spin axis relative to the upper mantle/crust system with the continents and their respective plates (Pangaea area) (differential rotation). (3) These relative West to East/East to West displacements produce a perpetually existing sequence of distinct styles of opening and closing ocean basins, exemplified by the present East to West arrangement of ocean basins around the globe (Oceanic or Wilson Cycle: Rift/Red Sea style; Atlantic style; Mediterranean/Caribbean style as eastwards propagating tongue of the Pacific basin; Pacific style; Collision/Himalayas style). This sequence of ocean styles, of which the Pacific ocean is a part, moves eastwards with the lower mantle relative to the continents and the upper-mantle/crust of the Pangaea area. (4) Similarly, the collisional mountain belt extending westwards from the equator to the West of the Pacific and representing a chronological sequence of collision zones (sequential collisions) in the wake of the passing of the Pacific basin double zip fastener, may also be described as recording the history of oceans and their continental margins in the form of successive Wilson Cycles. (5) Every 200 to 250 m.y. the Pacific basin double zip fastener, the sequence of ocean styles of the Wilson Cycle and the eastwards growing collisional mountain belt in their wake complete one lap around the Earth. Two East drift lappings of 400 to 500 m.y. produce a two-lap collisional mountain belt spiral around a supercontinent in one hemisphere (North or South Pangaea). The Earth's history is subdivided into alternating North Pangaea growth/South Pangaea breakup eras and South Pangaea growth/North Pangaea breakup eras. Older North and South Pangaeas and their collisional mountain belt spirals may be reconstructed by rotating back the continents and orogenic fragments of a broken spiral (e.g. South Pangaea, Gondwana) to their previous Pangaea growth era orientations. In the resulting collisional mountain belt spiral, pieced together from orogenic segments and fragments, the collision ages have to increase successively towards the West. (6) With its current western margin orientated in a West-East direction North America must have collided during the Late Cretaceous Laramide orogeny with the northern margin of South America (Caribbean Andes) at the equator to the West of the Late Mesozoic Pacific. During post-Laramide times it must have rotated clockwise into its present orientation. The eastern margin of North America has never been attached to the western margin of North Africa but only to the western margin of Europe. (7) Due to migration eastwards of the sequence of ocean styles of the Wilson Cycle, relative to a distinct plate tectonic setting of an ocean, a continent or continental margin, a future or later evolutionary style at the Earth's surface is always depicted in a setting simultaneously developed further to the West and a past or earlier style in a setting simultaneously occurring further to the East. In consequence, ahigh probability exists that up to the Early Tertiary, Greenland (the ArabiaofSouth America?) occupied a plate tectonic setting which is comparable to the current setting of Arabia (the Greenland of Africa?). The Late Cretaceous/Early Tertiary Eureka collision zone (Eureka orogeny) at the northern margin of the Greenland Plate and on some of the Canadian Arctic Islands is comparable with the Middle to Late Tertiary Taurus-Bitlis-Zagros collision zone at the northern margin of the Arabian Plate.

Paleoclimatic correlations between Western european continental and marine areas Contribution of big villafranchian fauna

It is very difficult to make paleoclimatic correlations between continental and marine areas, but it is possible with biostratigraphic data. Reliable correlations can be made only between broad periods: between 3.5 and 3 Ma, around 2.4 Ma, until 1.6 Ma and after 1.6 Ma. The arid Mediterranean phases led to the disappearance of the European Villafranchian fauna (1.0 Ma).

Estratigrafia e interpretação paleogeográfica do Cenozóico continental do norte de Portugal

Palaeogeographic and tectono-sedimentary interpretation of northern Portugal, in which previous studies (geomorphology, lithostratigraphy, mineralogy, sedimentology, palaeontology, etc.) were considered, is here proposed. Cenozoic shows different features according to its morphotectonic setting in the eestern region (Trás-os-Montes) or near to the Atlantic coast (western region, Minho and Douro Litoral areas). Although in the eastern region the sedimentary record is considered late Neogene, in some places Paleogene (?) was identified. This oldest record, represented by alluvial deposits, was preserved from complete erosion because of its position inside Bragança-Vilariça-Manteigas fault zone grabens. Later sedimentary episodes (upper Tortonian-Zanclean ?), represented by two allostratigraphical units, were interpreted as proximal fluvial braided systems of an endorheic hydrographic network, draining to the Spanish Duero Basin (eastwards); nowadays, they still remained in tectonic depressions and incised-valleys. Later on, eastern sedimentation becomes scarcer because Atlantic fluvial systems (e.g. the pre-Douro), successively, captured previous endorheic drainages. The proximal reaches of the allostratigraphic unit considered Placencian is recorded in Mirandela (western Trás-os-Montes) but the following fluvial episode (Gelasian-early Pleistocene ?) was already documented in east Trás-os-Montes, preserved in high platforms and in tectonic depressions. Placencian and Quaternary sedimentary records in the western coastal zone, mainly represented by terraces, are located in the Minho, Lima, Alverães, Cávado and Ave large fluvial valleys and in the Oporto littoral platform. In conclusion, northern Portugal Tertiary sedimentary episodes were mainly controlled by tectonics, but later on (Placencian-Quaternary) also by eustasy.

A sedimentação e a gliptogénese no registo cenozóico continental do Minho (NW Portugal)

This study identifies and describes the major Cenozoíc glyptogenesis and sedimentation episodes in the Minho region (NW Portugal). The fluvial processes of exorheic network were mainly the builders of Cenozoic landscape. This paper presents a chronological sequence of the major fluvial events based on geomorphology and sedimentary characteristics obtained in former studies and new ones. The oldest Cenozoic sedimentation (Placencian) remains on local depressions and was generated by fluvial and fluvio-lacustrine processes. Quaternary glyptogenesis begins probably with a major European cooling (Gunz?). So, the Placencian infilling was eroded and a new episode of sedimentation was accumulated in the same early paleovalley. There were three more cycles of quaternary glyptogenesis and sedimentation. The last glyptogenesis episode records the last glacial period. The post-glacial alluvion contains clasts of granites, schists, feldspats, and other alterable lithologies and minerals; on clay dimensions there are abundant illite and interstratified minerals. This composition differs from the older ones, more siliciclastic and kaolinitic. Other minor erosion episodes were identified, controlled manly by eustasy; evidences of tectonic movements were observed only in rio Minho valley.