Helena Ferreira

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Person:419294

Available identifiers

zbMath Open ferreira.helenaMaRDI QIDQ419294

List of research outcomes





PublicationDate of PublicationType
A crossinggram for random fields on lattices2024-01-10Paper
A new blocks estimator for the extremal index2023-10-24Paper
The stopped clock model2022-06-24Paper
Asymptotic dependence of bivariate maxima2022-06-10Paper
Tail dependence and smoothness of time series2021-11-22Paper
Multivariate medial correlation with applications2021-05-07Paper
Dissecting the multivariate extremal index and tail dependence2020-12-29Paper
pMAX Random Fields2020-07-08Paper
Tail Dependence Under Sample Failures2020-02-17Paper
Estimating the extremal index through local dependence2018-06-29Paper
Multidimensional extremal dependence coefficients2018-01-23Paper
Dependence matrices for spatial extreme events2016-11-11Paper
Extremes of scale mixtures of multivariate time series2015-06-12Paper
Extremal behavior of pMAX processes2014-08-08Paper
Dependence of maxima in space2014-06-23Paper
https://portal.mardi4nfdi.de/entity/Q54205292014-06-13Paper
On the Multivariate Upcrossings Index2014-06-06Paper
Extremes of multivariate ARMAX processes2013-11-28Paper
Estimating the upcrossings index2013-11-28Paper
https://portal.mardi4nfdi.de/entity/Q49153652013-04-10Paper
On extremal dependence: some contributions2013-02-05Paper
Multivariate maxima of moving multivariate maxima2012-09-11Paper
Leadership Model2012-09-05Paper
Universality in PSI20 fluctuations2012-09-05Paper
Fragility index of block tailed vectors2012-05-18Paper
Generalized logistic models and its orthant tail dependence2012-05-08Paper
Tail dependence between order statistics2012-03-13Paper
Point processes of exceedances by random fields2011-12-08Paper
Universality in the stock exchange market2011-08-26Paper
Dependence between two multivariate extremes2011-03-31Paper
Clustering of upcrossings of high values2010-01-22Paper
Extremes of periodic moving averages of random variables with regularly varying tail probabilities2009-11-16Paper
Universality in nonlinear prediction of complex systems2009-11-03Paper
How to compute the extremal index of stationary random fields2008-09-12Paper
The upcrossings index and the extremal index2008-02-15Paper
A new dependence condition for time series and the extremal index of higher-order Markov chains2007-12-04Paper
Limiting crossing probabilities of random fields2007-08-23Paper
On the extremal behaviour of generalized periodic sub-sampled moving average models with regularly varying tails2006-05-24Paper
The multivariate extremal index and the dependence structure of a multivariate extreme value distribution2006-04-06Paper
Measuring the extremal dependence2005-08-01Paper
https://portal.mardi4nfdi.de/entity/Q46522102005-02-24Paper
Extremes of deterministic sub‐sampled moving averages with heavy‐tailed innovations2004-11-24Paper
The extremal index of sub-sampled processes2004-09-09Paper
Extremes of associated variables.2004-02-14Paper
Limit distribution for point processes of high local maxima2003-07-28Paper
On the asymptotic location of high values of a stationary sequence2003-05-07Paper
A note on extremes of concomitants of order statistics2002-11-21Paper
The asymptotic locations of the maximum and minimum of stationary sequences2002-08-28Paper
Limit distributions for point processes of exceedances of random levels2001-03-28Paper
https://portal.mardi4nfdi.de/entity/Q42481991999-12-06Paper
https://portal.mardi4nfdi.de/entity/Q48836961996-11-17Paper
Extremes of a random number of variables from periodic sequences1995-09-18Paper
Multivariate extreme values in \(T\)-periodic random sequences under mild oscillation restrictions1994-03-27Paper
Joint exceedances of high levels under a local dependence condition1993-06-29Paper

Research outcomes over time

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