Pedro José dos Santos Palhinhas Mota

CMA Research Group - Statistics and Risk Management, Integrated member (PhD)

  • 14 Citations
  • 2 h-Index
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Personal profile

Education/Academic qualification

Mathematics/Statistics, Doctorate

Mathematics, Master

Fingerprint Dive into the research topics where Pedro José dos Santos Palhinhas Mota is active. These topic labels come from the works of this person. Together they form a unique fingerprint.

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Stock Prices Mathematics
Regime Switching Mathematics
Pseudo-maximum Likelihood Mathematics
Random number Mathematics
Ergodic Processes Mathematics
Geometric Brownian Motion Mathematics
Moment Estimator Mathematics
Continuous Time Mathematics

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Research Output at NOVA 2009 2019

  • 14 Citations
  • 2 h-Index
  • 7 Article
  • 2 Chapter
  • 2 Conference contribution

New improvements in old approximations to the Normal CDF

Mota, P., 2019, In : International Journal of Applied Mathematics. 32, 1, p. 83-89 7 p.

Research output: Contribution to journalArticle

Normal distribution
Distribution functions
Normal cumulative distribution function

Pseudo Maximum Likelihood and Moments Estimators for Some Ergodic Diffusions

Mota, P. & Esquível, M. L., 23 Aug 2018, Recent Studies on Risk Analysis and Statistical Modeling. Oliveira, T., Kitsos, C., Oliveira, A. & Grilo, L. (eds.). Cham: Springer International Publishing, p. 335-343 (Contributions to Statistics).

Research output: Chapter in Book/Report/Conference proceedingChapter

Pseudo-maximum Likelihood
Ergodic Processes
Moment Estimator
Maximum Likelihood Estimator

Asymmetry of ARCH effects and natural resources disease or virtue: Mozambique experience

Faias, M., Mota, P., Mulenga, A. & Pina, J. P., 8 Jun 2016, International Conference of Numerical Analysis and Applied Mathematics 2015, ICNAAM 2015. Simos, T. & Tsitouras, C. (eds.). American Institute of Physics Inc., 190004. (AIP Conference Proceedings; vol. 1738).

Research output: Chapter in Book/Report/Conference proceedingConference contribution

Republic of South Africa
2 Citations (Scopus)

Model selection for stock prices data

Mota, P. P. & Esquível, M. L., 9 Dec 2016, In : Journal of Applied Statistics. 43, 16, p. 2977-2987 11 p.

Research output: Contribution to journalArticle

Open Access
Geometric Brownian Motion
Stock Prices
Model Selection
Regime Switching

On some statistical models with a random number of observations

Esquível, M. L., Mota, P. P. & Tiago Mexia, J., 1 Oct 2016, In : Journal of Statistical Theory and Practice. 10, 4, p. 805-823 19 p.

Research output: Contribution to journalArticle

Random number
Statistical Model
Parametric Bootstrap
Negative Binomial
Random Search