The present paper studies the yield curve, an important tool for financial decisions, due to its fundamental role in the implementation and evaluation of monetary policies by the central banks. It also shows market ...

The aim of this study was to investigate the monthly amount of unfavourable days to pollutant dispersion in the atmosphere on the metropolitan region of S ão Paulo (RMSP). It was considered two data sets derived from the ...

In this work, it was estudied the models INGARCH , GLARMA and GARMA to model count time series data with Poisson and Negative Binomial discrete conditional distributions. The main goal was analyze in classic and bayesian ...

Some studies involving survival data are characterized by showing a significant proportion of censored data, that is, individuals who will never experience the event of interest, even if accompanied by a long period of ...

The analysis of bivariate data can be found in several areas of knowledge, when the data of interest are obtained in a paired way and present correlation between counts. In this work the Holgate bivariate Poisson, bivariate ...

In this dissertation we propose four models to model lifetime data. The fist family of distribution is called Exponentiated Complementary Exponential Geometric distribution (ECEG) and it is obtained by exponentiation of ...

In this paper we study the reliability of systems with connected components in series and parallel. For systems in series, the device fails when the first component fails. Although in the parallel systems this happens when ...

One of the distributions used to model extremal events is the type I extremevalue distribution (Gumbel distribution). The usual extreme-value regression model requires independent observations. In this work, using generalized ...

The volatility of financial assets changes over time, indicating the specification of regime change in volatility models. Furthermore, the presence of asymmetry in the returns of the financial market has been recognized ...