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   Short Biography

        Name: Maria de Nazaré Simões Quadros Mendes Lopes (Nazaré MENDES-LOPES)
        Email: nazare@mat.uc.pt
        Professional address: Departamento de Matemática da FCTUC, Apartado 3008,
                                          EC Santa Cruz, 3001 – 501 Coimbra, Portugal
       
        Area of Scientific Activity: Stochastic Processes, Probability and Statistics. 

        Main Research Domain: Nonlinear Time Series Modeling. 

        Research Interests: Conditionally heteroscedastic models, Bilinear processes,

                                      Counting time series - probabilistic and statistical analysis.

 

        Academic qualifications and main activities:
  • Head of the Department, Department of Mathematics, Faculty of Sciences and Technology, University of Coimbra (FCTUC), since 01/10/2009.
  • Full Professor of the Department of Mathematics of the University of Coimbra.
  • Member, as researcher, of the Centre for Mathematics of the University of Coimbra.
  • PhD (3éme cycle), Mathematical Statistics , University of Pierre et Marie Curie (Paris VI), 1982.
  • PhD in Sciences, Probability and Statistics, University of Coimbra, 1985.
  • Habilitation in Mathematics, University of Coimbra, 1998.
  • Member of the Mathematics and Statistics Evaluation Panel, Fundação das Universidades Portuguesas, Out2000-Set2001.
  • Member of the following Societies: International Statistical Institute, ISI (elected member in 2002); International Association for Statistical Education, IASE; European Network for Business and Industrial Statistics, ENBIS; Portuguese Statistical Society, SPE, Portuguese Mathematical Society, SPM.
  • Associate Editor - REVSTAT, Statistical Journal.
  • Member of the Mathematics Evaluation Panel of Agency A3ES, 2014-
  • The scientific activity in the area of Mathematics, namely on Probability and Statistics, includes the following aspects:  supervision of Provas de Aptidão Pedagógica e Capacidade Científica, of Master and PhD theses; participation in jurys of Provas de Aptidão Pedagógica e Capacidade Científica, of Master, PhD theses, Habilitation, Academic Contests and Scientific Awards; participation in international and national scientific meetings: member and PI of scientific projects; publication of scientific papers and books.

      

  Main Publications

  • Weiß, C. H., Gonçalves, E., Mendes-Lopes, N. Testing the compounding structure of the CP-INARCH model, Metrika, Vol. 80, 5, pp 571–603, 2017. (doi: 10.1007/s00184-017-0617-0),
  • Gonçalves, E., Mendes-Lopes, N. Zero-truncated compound Poisson integer-valued GARCH models for time series, Statistics, 24 pp, Published online 08 Dec 2017. (DOI:10.1080/02331888.2017.1410154).
  • Gonçalves, E. Leite, J., MENDES-LOPES, N. On the distribution estimation of power threshold GARCH processes, Journal of Time Series Analysis, , Vol. 37, 5, 507-602, 2016. (DOI: 10.1111/jtsa.12173).
  • Gonçalves, E., MENDES-LOPES, N., Silva, F. Zero-inflated compound Poisson distributions in integer-valued GARCH models, Statistics, Vol. 50, 3, 558-668, 2016. (DOI: 10.1080/02331888.2015.1114622).
  • E. Gonçalves, C. Martins, N. MENDES-LOPES. The Taylor Property in Bilinear Models, REVSTAT – Statistical Journal, Volume 13, Number 3, 207–226, 2015.
  • E. Gonçalves, N. MENDES-LOPES, F. Silva. A new approach to integer-valued time series modeling: the Neyman type-A INGARCH model. Lithuanian Mathematical Journal. Vol. 55. 2, pp. 231-242, 2015. (DOI: 10.1007/s10986-015-9276-x).
  • Gonçalves, E. MENDES-LOPES, N., Silva. F. (2015) Infinitely divisible distributions in integer-valued GARCH models. Journal of Time Series Analysis. Vol. 36. 4, pp. 503-527, (DOI: 10.1111/jtsa.12112).
  • E. Gonçalves, N. MENDES-LOPES, N., I. Dorotovic, J.M. Fernandes, A. Garcia. North and South Hemispheric Solar Activity for Cycles 21-23: Asymmetry and Conditional Volatility of Areas of Plage Regions, Solar Physics, 289, 6, 2283-2296, 2014.
  • E. Gonçalves, J. Leite, and N. MENDES-LOPES. On the probabilistic structure of power TGARCH models and applications to real data , presented in the SMTDA2014 International Conference, selected to be included in a Book Series devoted to SMTDA2014, Sally McLean, Raimondo Manca and Christos H Skiades, Eds., 2014.
  • E. Gonçalves, J. Leite, N. MENDES-LOPES. The ARL of modified Shewhart control charts for conditionally heteroskedastic models, Statistical Papers, 54, 1-19, 2013.
  • E. Gonçalves, J. Leite, N. MENDES-LOPES. On the finite dimensional laws of threshold GARCH processes, in Recent Developments in Modeling and Applications in Statistics, Ed. Oliveira, Temido, Henriques, Vichi, Selected Papers of Statistical Societies, Springer-Verlag, 237-247, 2013.
  • E. Gonçalves, N. MENDES-LOPES. Distributional Properties of Generalized threshold ARCH processes, in Advances in Regression, Survival Analysis, Extreme Values, Markov Processes and Other Statistical Applications, Ed. Lita da Silva, Caeiro, Natário, Braumann, Selected Papers of Statistical Societies, XVII, Springer-Verlag, 213-222, 2013.
  • E. Gonçalves,  N. MENDES-LOPES. Probabilidades – Princípios Teóricos, Escolar Editora, 1ª edição, 2000, 2ª edição revista e aumentada (326 pp.), 2013.
  • E. Gonçalves, J. Leite, N. MENDES-LOPES. On the probabilistic structure of power threshold generalized ARCH stochastic processes, Statistics and Probability Letters, 82, pp. 1597-1609, 2012.
  • E. Gonçalves, N. MENDES-LOPES. On the structure of generalized threshold ARCH processes, Statistics and Probability Letters, 80, 573-580, 2010.
  • E. Gonçalves, J. Leite, N. MENDES-LOPES. A mathematical approach to detect the Taylor property in TARCH processes, Statistics and Probability Letters, 79, 5, 602-610, 2009.
  • E. Gonçalves, N. MENDES-LOPES. Séries Temporais – Modelações lineares e não lineares, Edições da Sociedade Portuguesa de Estatística, 1ª edição, 2003, 2ª edição revista e aumentada (320 pp.), 2008.
  • G. Oliveira, E. Gonçalves, N. MENDES-LOPES et al. Epidemiology of Autism spectrum disorder in Portugal: Prevalence, clinical characterization and medical conditions, Dev. Med. Child Neurol., 49 (10), 726-33, 2007.
  • E. Gonçalves, N. MENDES-LOPES. On the distribution of Generalized Threshold ARCH stochastic processes, Int. Journal of Pure and Applied Maths., 35, 3, 397-419, 2007.
  • E. Gonçalves, P. Jacob, N. MENDES-LOPES. A non-parametric test for non-independent noises against a bilinear dependence, REVSTAT, 3, 2, 155-170, 2005.
  • E. Gonçalves, N. MENDES-LOPES. Estatística - Teoria Matemática e Aplicações, Escolar Editora (373 pp.), 2003.
  • E. Gonçalves, C. Martins, N. MENDES-LOPES. Asymptotic separation-based tests for noise processes against first order diagonal dependence, Annales ISUP, 45, 9-27, 2001.
  • E. Gonçalves, C. Martins, N. MENDES-LOPES. Asymptotic separation in bilinear models, Portugaliae Mathematicae, 459-479, 2000.
  • E. Gonçalves, P. Jacob, N. MENDES-LOPES. A decision procedure for bilinear time series based on the asymptotic separation , Statistics, 333-348, 2000.
  • E. Gonçalves, N. MENDES-LOPES. A non-classical consistent test for a vectorial AR(1) model based on the asymptotic separation, Annales de l’ISUP, vol.43, 1, 21-28, 1999.
  • E. Gonçalves, N. MENDES-LOPES. Some statistical results on autoregressive conditionally heteroscedastica models, Journal of Statistical Planning and Inference, 68, 193-202, 1998.
  • E. Gonçalves, P.  Jacob, N. MENDES-LOPES. A new test for ARMA models with errors following a general white noise, Test , 5, 187-202, 1996.
  • E. Gonçalves, N. MENDES-LOPES. Stationarity of GTARCH processes, Statistics, 28, 171-178, 1996.
  • E. Gonçalves, N. MENDES-LOPES. Generalized threshold ARCH models: wide stationarity and asymptotic normality of the temporal aggregate, Pub. Inst. Stat. Univ. Paris, XXXVIII, 2, 19-35, 1994.
  • E. Gonçalves, N. MENDES-LOPES. Modelos GARCH e TARCH: estacionaridade forte, estacionaridade fraca, ergodicidade e comportamento limite do agregado temporal, Portugaliae Mathematica, Vol. 50, Fasc. 4, 448-465, 1993.
  • P. Jacob, N. MENDES-LOPES. Un théorème central limite fonctionnel pour un estimateur d'un noyau de transition, Portugaliae Mathematica, Vol. 48, Fasc. 2, 217-231, 1991.
  • N. MENDES-LOPES. Convergence et optimisation d'un estimateur de la répartition locale des couleurs d'un processus ponctuel chromatique, Pub. Inst. Stat. Univ. Paris, XXIX, 2, 49-68, 1984.
  • N. MENDES-LOPES. Processus ponctuels chromatiques - Estimation de la répartition locale des couleurs, Pub. Inst. Stat. Univ. Paris, XXVIII, 3, 39-58, 1983.










 
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