On the statistical estimation of diffusion processes: a survey

Data available on continuos-time diffusions are always sampled discretely in time. In most cases, the likelihood function of the observations is not directly computable. This survey covers a sample of the statistical methods that have been developed to solve this problem. We concentrate on some recent contributions to the literature based on three di§erent approaches to the problem: an improvement of the Euler-Maruyama discretization scheme, the use of Martingale Estimating Functions and the application of Generalized Method of Moments (GMM).

On the statistical estimation of diffusion processes - a partial survey

Data available on continuous-time diffusions are always sampled discretely in time. In most cases, the likelihood function of the observations is not directly computable. This survey covers a sample of the statistical methods that have been developed to solve this problem. We concentrate on some recent contributions to the literature based on three di§erent approaches to the problem: an improvement of the Euler-Maruyama discretization scheme, the employment of Martingale Estimating Functions, and the application of Generalized Method of Moments (GMM).

Laws of large numbers for non-additive probabilities

We apply the concept of exchangeable random variables to the case of non-additive robability distributions exhibiting ncertainty aversion, and in the lass generated bya convex core convex non-additive probabilities, ith a convex core). We are able to rove two versions of the law of arge numbers (de Finetti's heorems). By making use of two efinitions. of independence we rove two versions of the strong law f large numbers. It turns out that e cannot assure the convergence of he sample averages to a constant. e then modal the case there is a true" probability distribution ehind the successive realizations of the uncertain random variable. In this case convergence occurs. This result is important because it renders true the intuition that it is possible "to learn" the "true" additive distribution behind an uncertain event if one repeatedly observes it (a sufficiently large number of times). We also provide a conjecture regarding the "Iearning" (or updating) process above, and prove a partia I result for the case of Dempster-Shafer updating rule and binomial trials.

Polinômios fracionários em modelos de regressão

Coordenação de Aperfeiçoamento de Pessoal de Nível Superior (CAPES)

Agregação e viés em medidas de diversidade: uma abordagem computacional intensiva

Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)

Métodos metaheurísticos aplicados a um modelo de planejamento de culturas

Pós-graduação em Biometria - IBB

Estudo dos planos amostrais e estimadores para a aplicação no dimensionamento da popoluação canina de Rio Claro - SP

Pós-graduação em Matemática Universitária - IGCE

Desenvolvimento de método para inferência de características físicas da água associadas às variações espectrais. Caso de Estudo: Reservatório de Itupararanga/SP

Pós-graduação em Ciências Cartográficas - FCT

Critérios compostos para delineamentos ótimos robustos

Pós-graduação em Biometria - IBB

Ajustes de modelos não lineares de efeitos fixos, com ponderação e misto

Coordenação de Aperfeiçoamento de Pessoal de Nível Superior (CAPES)

Uma discussão sobre o ensino da estatística para os estudantes de graduação na França, no Brasil, e nos Estados Unidos

Today statistics are one of the most important bases of the engineer formation. Statistics are used indirectly every day for engineers in a large panel of sectors like construction, mechanical engineering, biological engineering, electrical engineering, computer science etc. The main goal of this report is to compare different ways the engineers of tomorrow are formed in order to show which engineering is the best practice. The comparison will be done on different universities in France, Brazil and the US on Mechanical, Civil, Electrical and Production branches. We will compare the amount of courses required, the degree of knowledge needed and the mains subjects

Construção de uma escala para avaliação da pro ciência em conteúdos matemáticos básicos

Coordenação de Aperfeiçoamento de Pessoal de Nível Superior (CAPES)

A construção de significado na aprendizagém da matematica

Nesta comunicação, darei a conhecer parte do estudo que conduzi no âmbito do mestrado em Informática e Educação, no que respeita à natureza da compreensão desenvolvida pelos alunos no contexto da aula de Matemática. A investigação teve como objectivo compreender e analisar o significado matemático, construído pelos alunos, em interacção social, focando a utilização do computador em actividades de construção geométrica.

Boletim Estatistica 1º Trimestral de 2011

INPS- Instituto Nacional de Previdencia Social

Estudo da degradação fotocatalítica de dimetil dissulfeto: avaliação estatistica do efeito do pH da temperatura e concentração do contaminante orgânico

This work aimed to assess the photocatalytic degradation of a model odor compound (dimethyl disulfide, DMDS), found in liquid and gaseous wastes of plants for processing poultry byproducts. The effect of pH and temperature on adsorption and photocatalytic degradation was evaluated through factorial experimental designs. The results suggest the presence of an optimum region for adsorption, at 45.0 ºC and pH 4.0. In the photocatalytic runs an optimum for temperature and pH was also observed. At 45 ºC and pH 4.0 the removal of DMDS was 99% after 60 min of irradiation.