Helena Ferreira

MaRDI QIDQ419294zbMATH OpenFDO

List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

Publication	Date of Publication	Type
A crossinggram for random fields on lattices Indagationes Mathematicae. New Series	2024-01-10	Paper
A new blocks estimator for the extremal index Communications in Statistics: Theory and Methods	2023-10-24	Paper
The stopped clock model Dependence Modeling	2022-06-24	Paper
Asymptotic dependence of bivariate maxima Communications in Statistics: Theory and Methods	2022-06-10	Paper
Tail dependence and smoothness of time series Test	2021-11-22	Paper
Tail dependence and smoothness of time series Test	2021-11-22	Paper
Multivariate medial correlation with applications Dependence Modeling	2021-05-07	Paper
Dissecting the multivariate extremal index and tail dependence (available as arXiv preprint)	2020-12-29	Paper
Dissecting the multivariate extremal index and tail dependence	2020-12-29	Paper
pMAX Random Fields	2020-07-08	Paper
Tail dependence under sample failures Theory of Probability & Its Applications	2020-02-17	Paper
Estimating the extremal index through local dependence Annales de l'Institut Henri Poincaré. Probabilités et Statistiques	2018-06-29	Paper
Estimating the extremal index through local dependence Annales de l'Institut Henri Poincaré. Probabilités et Statistiques	2018-06-29	Paper
Multidimensional extremal dependence coefficients Statistics & Probability Letters	2018-01-23	Paper
Multidimensional extremal dependence coefficients Statistics & Probability Letters	2018-01-23	Paper
Dependence matrices for spatial extreme events Communications in Statistics. Theory and Methods	2016-11-11	Paper
Extremes of scale mixtures of multivariate time series Journal of Multivariate Analysis	2015-06-12	Paper
Extremal behavior of pMAX processes Statistics & Probability Letters	2014-08-08	Paper
Dependence of maxima in space	2014-06-23	Paper
scientific article; zbMATH DE number 6303991 (Why is no real title available?)	2014-06-13	Paper
On the multivariate upcrossings index Communications in Statistics: Theory and Methods	2014-06-06	Paper
Extremes of multivariate ARMAX processes Test	2013-11-28	Paper
Estimating the upcrossings index Test	2013-11-28	Paper
On extremal dependence of block vectors	2013-04-10	Paper
On extremal dependence: some contributions Test	2013-02-05	Paper
Multivariate maxima of moving multivariate maxima Statistics & Probability Letters	2012-09-11	Paper
Leadership model Dynamics, Games and Science I	2012-09-05	Paper
Universality in PSI20 fluctuations Dynamics, Games and Science I	2012-09-05	Paper
Fragility index of block tailed vectors Journal of Statistical Planning and Inference	2012-05-18	Paper
Generalized logistic models and its orthant tail dependence Kybernetika	2012-05-08	Paper
Generalized logistic models and its orthant tail dependence Kybernetika	2012-05-08	Paper
Generalized logistic models and its orthant tail dependence Kybernetika	2012-05-08	Paper
Tail dependence between order statistics Journal of Multivariate Analysis	2012-03-13	Paper
Point processes of exceedances by random fields Journal of Statistical Planning and Inference	2011-12-08	Paper
Universality in the stock exchange market Journal of Difference Equations and Applications	2011-08-26	Paper
Dependence between two multivariate extremes Statistics & Probability Letters	2011-03-31	Paper
Dependence of multivariate extremes (available as arXiv preprint)	2010-06-08	Paper
Clustering of upcrossings of high values Journal of Statistical Planning and Inference	2010-01-22	Paper
Extremes of periodic moving averages of random variables with regularly varying tail probabilities	2009-11-16	Paper
Extremes of periodic moving averages of random variables with regularly varying tail probabilities	2009-11-16	Paper
Universality in nonlinear prediction of complex systems Journal of Difference Equations and Applications	2009-11-03	Paper
How to compute the extremal index of stationary random fields Statistics & Probability Letters	2008-09-12	Paper
The upcrossings index and the extremal index Journal of Applied Probability	2008-02-15	Paper
A new dependence condition for time series and the extremal index of higher-order Markov chains	2007-12-04	Paper
Limiting crossing probabilities of random fields Journal of Applied Probability	2007-08-23	Paper
On the extremal behaviour of generalized periodic sub-sampled moving average models with regularly varying tails Extremes	2006-05-24	Paper
The multivariate extremal index and the dependence structure of a multivariate extreme value distribution Test	2006-04-06	Paper
Measuring the extremal dependence Statistics & Probability Letters	2005-08-01	Paper
scientific article; zbMATH DE number 2138429 (Why is no real title available?)	2005-02-24	Paper
Extremes of deterministic sub‐sampled moving averages with heavy‐tailed innovations Applied Stochastic Models in Business and Industry	2004-11-24	Paper
The extremal index of sub-sampled processes Journal of Statistical Planning and Inference	2004-09-09	Paper
Extremes of associated variables. Statistics & Probability Letters	2004-02-14	Paper
Limit distribution for point processes of high local maxima Journal of Statistical Planning and Inference	2003-07-28	Paper
On the asymptotic location of high values of a stationary sequence Statistics & Probability Letters	2003-05-07	Paper
A note on extremes of concomitants of order statistics Extremes	2002-11-21	Paper
The asymptotic locations of the maximum and minimum of stationary sequences Journal of Statistical Planning and Inference	2002-08-28	Paper
Limit distributions for point processes of exceedances of random levels Test	2001-03-28	Paper
scientific article; zbMATH DE number 1295505 (Why is no real title available?)	1999-12-06	Paper
scientific article; zbMATH DE number 895833 (Why is no real title available?)	1996-11-17	Paper
Extremes of a random number of variables from periodic sequences Journal of Statistical Planning and Inference	1995-09-18	Paper
Multivariate extreme values in \(T\)-periodic random sequences under mild oscillation restrictions Stochastic Processes and their Applications	1994-03-27	Paper
Joint exceedances of high levels under a local dependence condition Journal of Applied Probability	1993-06-29	Paper

Research outcomes over time

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