Short Curriculum Vitae
May 2014
Maria de Nazaré Simões Quadros Mendes Lopes
Academic Record
Agregação (Habilitation Degree), Matemática, Universidade de Coimbra, 1998.
Doutoramento em Ciências, Probabilidades e Estatística, Universidade de Coimbra, 1985.
Doctorat de 3e cycle, Statistique Mathématique, Université Pierre et Marie Curie (Paris VI), 1982.
Diplôme d’Études Approfondies (D.E.A), Statistique Mathématique, Université Pierre et Marie Curie
(Paris VI), 1980.
Licenciatura em Matemática Aplicada, Ramo de Estatística, Universidade de Coimbra, 1977.
Professional Activity
Head of the Department, Department of Mathematics, Faculty of Sciences and Technology,
University of Coimbra (FCTUC), since 01/10/2009.
Full Professor, Department of Mathematics, FCTUC, since 25/02/2000.
Membro da Comissão de Avaliação Externa dos cursos de Matemática e Estatística, Fundação das
Universidades Portuguesas, 01/10/2000 – 30/09/2001.
Associate Professor, Department of Mathematics, FCTUC, 09/03/1989 – 24/02/2000.
Assistant Professor, Department of Mathematics, FCTUC, 25/01/1985 – 08/03/1989.
Teaching Assistant, Department of Mathematics, FCTUC, 01/01/1978 – 24/01/1985.
Monitor, Department of Mathematics, FCTUC, 01/04/1976 – 31/12/1977.
Research Centre
Centre for Mathematics of the University of Coimbra (CMUC).
Society Memberships:
International Statistical Institute (elected member, since 2002), International Association for
Statistical Education, European Network for Business and Industrial Statistics, Portuguese Statistical
Society, Portuguese Mathematical Society.
Editorial services
Co-Editor of REVSTAT, Statistical Journal, INE.
Area of Scientific Activity: Stochastic Processes, Probability and Statistics.
Main Research Domain: Nonlinear Time Series Modeling
Research Interests: Conditionally heteroscedastic models, Bilinear models, Counting time series probabilistic and statistical analysis.
Supervising Experience: 5 PhD, 4 MSc, 3 PAPCC (analogous to MSc Thesis)
Projects
JNICT Research Project, PMCT/C/CEN/MAT/395/90, Stochastic Processes: Statistical Theory and
Applications (September 1990/ September 1993). Principal Investigator.
Capital Human and Mobility Program, Research Project, Nonparametric and Semiparametric
Statistical Models, (January 1995/ December 1997). Coordinator: Université Libre de Bruxelles.
Principal Investigator in Portugal.
PRAXIS XXI Research Project, Nonparametric and Semiparametric Statistics in Stochastic Processes
(January 1998/ December 2000).
Prizes and awards received
Menção Honrosa do Prémio Bial de Medicina Clínica 2006 (member of the winning team),
Fundação Bial, 2006.
Prémio Pfizer de Investigação Clínica 2005 (member of the winning team), Pfizer Portugal, 2005.
Publications (a selection)
Books
Gonçalves, E., Mendes Lopes, N. (2013) Probabilidades – Princípios Teóricos (Probability –
Theoretical Principles), Escolar Editora, 1ª edição, 2000, 2ª edição revista e aumentada (326 pp.).
Gonçalves, E., Mendes Lopes, N. (2008) Séries Temporais– Modelações lineares e não lineares (Time
Series - Linear and nonlinear modeling), Edições da Sociedade Portuguesa de Estatística, 1ª edição,
2003, 2ª edição revista e aumentada (320 pp.).
Gonçalves, E., Mendes Lopes, N. (2003) Estatística - Teoria Matemática e Aplicações (Statistics Mathematical Theory and Applications), Escolar Editora (373 pp.).
Chapter of Books
Gonçalves, E., Leite, J., Mendes Lopes, N. (2013) 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.
Gonçalves, E., Mendes Lopes, N. (2013) 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.
Papers in Journals
Gonçalves, E., Mendes-Lopes, N., Dorotovic, I., Fernandes, J.M., Garcia, A. (2014) 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.
Gonçalves, E., Leite, J., Mendes Lopes, N. (2013) The ARL of modified Shewhart control charts for
conditionally heteroskedastic models, Statistical Papers, 54, 1-19.
Gonçalves, E., Leite, J. and Mendes Lopes, N. (2012) On the probabilistic structure of power
threshold generalized ARCH stochastic processes, Statistics and Probability Letters, 82, pp. 15971609.
Gonçalves, E., Mendes Lopes, N. (2010) On the structure of generalized threshold ARCH processes,
Statistics and Probability Letters, 80, 573-580.
Gonçalves, E., Leite, J., Mendes Lopes, N. (2009) A mathematical approach to detect the Taylor
property in TARCH processes, Statistics and Probability Letters, 79, 602-610.
Oliveira, G., Gonçalves, E., Mendes Lopes, N. et al (2007) Epidemiology of Autism spectrum
disorder in Portugal: Prevalence, clinical characterization and medical conditions, Dev. Med. Child
Neurol., 49 (10), 726-33.
Gonçalves, E.,Jacob, P., Mendes Lopes, N. (2005) A non-parametric test for non-independent noises
against a bilinear dependence, REVSTAT, 3, 2, 155-170.
Gonçalves, E., Jacob, P., Mendes Lopes, N. (2000) A decision procedure for bilinear time series
based on the asymptotic separation, Statistics, 33, (4), 333-348.
Gonçalves, E., Martins, C. e Mendes Lopes, N. (2000) Asymptotic separation in bilinear models,
Portugal. Mathematica, 57, 459-479.
Gonçalves, E., Mendes Lopes, N. (1998) Some statistical results on autoregressive conditionally
heteroscedastic models, Journal of Statistical Planning and Inference, 68, 193-202.
Gonçalves, E. , Mendes Lopes, N. (1996) Stationarity of GTARCH processes, Statistics , 28, 171-178.
Gonçalves, E., Jacob, P., Mendes Lopes, N. (1996) A new test for ARMA models with errors
following a general white noise, Test , 5, 187-202.
Maria de Nazaré Mendes Lopes