<div dir="ltr"><p style="line-height:150%;background-image:initial;background-position:initial;background-size:initial;background-repeat:initial;background-origin:initial;background-clip:initial;margin-right:0cm;margin-left:0cm;font-size:12pt;font-family:"Times New Roman",serif">Prezados, <p style="line-height:150%;background-image:initial;background-position:initial;background-size:initial;background-repeat:initial;background-origin:initial;background-clip:initial;margin-right:0cm;margin-left:0cm;font-size:12pt;font-family:"Times New Roman",serif">Temos o prazer de convidar a todos para participação no sétimo seminário do “Ciclo de Seminários 2020 do Programa de Pós-Graduação em Estatística da UFRGS (PPGEst-UFRGS). Informações abaixo: Evento: Ciclo de Seminários 2020 do PPGEst-UFRGS Palestrante: Prof. Dr. Wagner Barreto-Souza (UFMG) Título: A Negative Binomial Process with Composite Likelihood-Based Inference Resumo: In this work, we propose a count time series model with negative binomial marginals for analyzing overdispersed data. Properties of the proposed count model are established. Our approach is to develop a method for inference based on a composite likelihood function. The strong consistency and the asymptotic normality of the maximum composite likelihood estimators are established. We derive a procedure for calculating the standard error of the parameter estimates and confidence intervals based on a parametric bootstrap. We also discuss prediction based on our negative binomial model and propose diagnostic tools based on the Probability Integral Transform histogram to check model adequacy. Monte Carlo experiments were conducted to study and compare the finite-sample properties of the proposed estimators. The simulations demonstrate that, compared to the generalized linear model approach combined with the ordinary least squares method, the proposed composite likelihood approach provides satisfactory results for estimating the parameters related to the correlation structure of the process, even under model misspecification. An application to real data is presented to illustrate the performance of our methodology in practical situations. This is joint work with Hernando Ombao (KAUST-Saudi Arabia). Data: 10 de agosto de 2020 (segunda-feira) Horário: 14h00 às 15:20 (1 hora de apresentação e 20 min para perguntas) Local: Ambiente virtual Mconf (Acesso pelo link <a href="https://mconf.ufrgs.br/webconf/00040710" target="_blank" style="color:blue"><span style="font-size:12pt;line-height:150%;color:rgb(17,85,204);background-image:initial;background-position:initial;background-size:initial;background-repeat:initial;background-origin:initial;background-clip:initial">https://mconf.ufrgs.br/webconf/00040710</a><span style="font-size:12pt;line-height:150%;color:rgb(51,51,51);background-image:initial;background-position:initial;background-size:initial;background-repeat:initial;background-origin:initial;background-clip:initial">) Moderador: Prof. Dr. Guilherme Pumi OBS 1: Após o acesso pelo link acima a participação na reunião será autorizada pelo moderador por ordem de acesso. O sistema permite um limite de 60 participantes. Os participantes externos à UFRGS deverão acessar a reunião através da opção “convidados”. OBS 2: A agenda de seminários pode ser acessada em <a href="https://www.ufrgs.br/ppgest/seminarios/" style="color:blue">https://www.ufrgs.br/ppgest/seminarios/</a> OBS 3: Abaixo os links para acessar as palestras anteriores autorizadas: Seminário 1 (Profa. Dra. Taiane Schaedler Prass, UFRGS) Link: <a href="https://youtu.be/_-DGDNepTno" target="_blank" style="color:blue">https://youtu.be/_-DGDNepTno</a> Seminário 3 (Prof. Dr. Marcelo Bourguignon Pereira, UFRN) Link: <a href="https://youtu.be/lYqEw_VZqV4" target="_blank" style="color:blue">https://youtu.be/lYqEw_VZqV4</a> Seminário 4 (Prof. Dr. Hedibert Freitas Lopes, Insper) Link: <a href="https://youtu.be/8PYG89fD8jQ" target="_blank" style="color:blue">https://youtu.be/8PYG89fD8jQ</a> Seminário 5 (Prof. Dr. Marcelo Fernandes, FGV) Link: <a href="https://youtu.be/hzJu8D9qc2I" style="color:blue">https://youtu.be/hzJu8D9qc2I</a> Seminário 6 (Prof. Dr. Francisco Cribari, FGV) Link: <a href="https://youtu.be/AM-NBUrADLg" target="_blank" style="color:blue">https://youtu.be/AM-NBUrADLg</a> Contamos com a presença de todos. PPGEst-UFRGS<div> </div>-- <div dir="ltr" class="gmail_signature" data-smartmail="gmail_signature"><div dir="ltr"><div><div dir="ltr"><div><div dir="ltr"><div><div dir="ltr"><div><div dir="ltr"><div> <div><div dir="ltr"><div dir="ltr">Danilo Marcondes Filho<div style="font-size:small">Department of Statistics Universidade Federal do Rio Grande do Sul (UFRGS)</div><div style="font-size:small"> Av. Bento Gonçalves, 9500 - Prédio 43-111 - Agronomia 91509-900 Porto Alegre - RS - BRAZIL Tel: <a href="tel:+55%2051%203308-7301" value="+555133087301" style="color:rgb(17,85,204)" target="_blank">+</a><a href="tel:+55%2051%203308-6194" value="+555133086194" style="color:rgb(17,85,204)" target="_blank">55 51 3308 62</a><a href="tel:+55%2051%203308-6194" value="+555133086194" style="color:rgb(17,85,204)" target="_blank">14</a> <a href="tel:+55%2051%203308-6194" value="+555133086194" style="color:rgb(17,85,204)" target="_blank">/</a> <a href="tel:+55%2051%203308-7301" value="+555133087301" style="color:rgb(17,85,204)" target="_blank">+</a><a href="tel:+55%2051%203308-6194" value="+555133086194" style="color:rgb(17,85,204)" target="_blank">55 51 999622276</a></div><div> </div></div></div></div></div><div> </div></div></div></div></div></div></div></div></div></div></div></div>