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M and M-quantile estimation methods of mixed and Garch models






March 17th - Room 1 (morning)

Date and time:

12:00 to 13:00 on 03/17/2022


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Valdério Anselmo Reisen (1,2,3); Ian Meneghel Danilevicz (1,2); Pascal Bondon (2); Patrick Patrocinio (2,3).

  1. Universidade Federal de Minas Gerais, Department of Statistics, Brazil.
  2. Université Paris-Saclay, CNRS, CentraleSupélec, Laboratoire des signaux et systèmes, 91190, Gif-sur-Yvette, France.
  3. Universidade Federal do Espírito Santo, Graduate Program in Environmental Engineer, Graduate Program in Mathematics and Economics, Brazil.

This seminar has the aim to discuss the robust M and Quantile regression approaches in the Mixed Model in the GARCH model. Thus, this is devided in two topics: I- Robust M-method applied in mixed models with time series covariates. An application to the relation between exposure to air pollution and forced expiratory volume in the first second (FEV1) II- M and M-quantile Regression methods in GARCH model.


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