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

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.