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A abordagem de martingais para o estudo de ocorrência de palavras em ensaios independentes
(Universidade Federal de São Carlos, 2017-04-07)
Let {Xn} be a sequence of i.i.d. random variables taking values in an enumerable alphabet. Given a finite collection of words, we observe this sequence till the moment T at which one of these words appears as a run. In ...
Regressão binária nas abordagens clássica e bayesiana
(Universidade Federal de São Carlos, 2016-12-16)
The objective of this work is to study the binary regression model under the frequentist and Bayesian approaches using the probit, logit, log-log complement, Box-Cox transformation and skewprobit as link functions. In the ...
Degradation modeling for reliability analysis with time-dependent structure based on the inverse gaussian distribution
(Universidade Federal de São Carlos, 2017-04-07)
Conventional reliability analysis techniques are focused on the occurrence of failures over
time. However, in certain situations where the occurrence of failures is tiny or almost null, the
estimation of the quantities ...
Distribuições preditiva e implícita para ativos financeiros
(Universidade Federal de São Carlos, 2017-06-01)
We present two different approaches to obtain a probability density function for the
stock?s future price: a predictive distribution, based on a Bayesian time series model, and
the implied distribution, based on Black & ...
GARMA models, a new perspective using Bayesian methods and transformations
(Universidade Federal de São Carlos, 2016-12-16)
Generalized autoregressive moving average (GARMA) models are
a class of models that was developed for extending the univariate
Gaussian ARMA time series model to a flexible observation-driven
model for non-Gaussian time ...
Testes de superioridade para modelos de chances proporcionais com e sem fração de cura
(Universidade Federal de São Carlos, 2017-10-24)
Studies that prove the superiority of a drug in relation to others already existing in the market are of great interest in clinical practice. Based on them the Brazilian National Agency of Sanitary Surveillance (ANVISA) ...
Modelos COM-Poisson correlacionados
(Universidade Federal de São Carlos, 2019-04-23)
In this thesis two discrete distributions are proposed: Correlated COM-Poisson (CPC) and
Generalized partially correlated COM-Poisson (CPGPC). We have also proposed regression
models for the Generalized partially correlated ...
Um estudo de estresse através dos níveis de cortisol em crianças
(Universidade Federal de São Carlos, 2017-05-26)
The level of cortisol is considered as a measure of people’s stress. We perform an
statistical analysis of the data from a study conducted to evaluate if children that
work on the streets during the day have higher stress ...
Distribuições k-modificadas da família Série de Potência uniparamétrica
(Universidade Federal de São Carlos, 2017-05-23)
This paper proposes a family of distributions Power Series k-Modified from to model sets of count data which have or not any discrepancy in the frequency of observation k in relation to the distribution associated Power ...
Modelagem da volatilidade em séries temporais financeiras via modelos GARCH com abordagem bayesiana
(Universidade Federal de São Carlos, 2017-07-18)
In the last decades volatility has become a very important concept in the financial area, being used
to measure the risk of financial instruments. In this work, the focus of study is the modeling of
volatility, that ...