Helena Ferreira

Available identifiers

zbMath Open ferreira.helenaMaRDI QIDQ419294

List of research outcomes

Publication	Date of Publication	Type
A crossinggram for random fields on lattices	2024-01-10	Paper
A new blocks estimator for the extremal index	2023-10-24	Paper
The stopped clock model	2022-06-24	Paper
Asymptotic dependence of bivariate maxima	2022-06-10	Paper
Tail dependence and smoothness of time series	2021-11-22	Paper
Multivariate medial correlation with applications	2021-05-07	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	2020-02-17	Paper
Estimating the extremal index through local dependence	2018-06-29	Paper
Multidimensional extremal dependence coefficients	2018-01-23	Paper
Extremes of scale mixtures of multivariate time series	2015-06-12	Paper
Extremal behavior of pMAX processes	2014-08-08	Paper
Dependence of maxima in space	2014-06-23	Paper
https://portal.mardi4nfdi.de/entity/Q5420529	2014-06-13	Paper
On the Multivariate Upcrossings Index	2014-06-06	Paper
Estimating the upcrossings index	2013-11-28	Paper
Extremes of multivariate ARMAX processes	2013-11-28	Paper
https://portal.mardi4nfdi.de/entity/Q4915365	2013-04-10	Paper
On extremal dependence: some contributions	2013-02-05	Paper
Multivariate maxima of moving multivariate maxima	2012-09-11	Paper
Universality in PSI20 fluctuations	2012-09-05	Paper
Fragility index of block tailed vectors	2012-05-18	Paper
Generalized Logistic Models and its orthant tail dependence	2012-05-08	Paper
Tail dependence between order statistics	2012-03-13	Paper
Point processes of exceedances by random fields	2011-12-08	Paper
Universality in the stock exchange market	2011-08-26	Paper
Dependence between two multivariate extremes	2011-03-31	Paper
Clustering of upcrossings of high values	2010-01-22	Paper
https://portal.mardi4nfdi.de/entity/Q3645227	2009-11-16	Paper
Universality in nonlinear prediction of complex systems	2009-11-03	Paper
How to compute the extremal index of stationary random fields	2008-09-12	Paper
The upcrossings index and the extremal index	2008-02-15	Paper
https://portal.mardi4nfdi.de/entity/Q5429803	2007-12-04	Paper
Limiting crossing probabilities of random fields	2007-08-23	Paper
On the extremal behaviour of generalized periodic sub-sampled moving average models with regularly varying tails	2006-05-24	Paper
The multivariate extremal index and the dependence structure of a multivariate extreme value distribution	2006-04-06	Paper
Measuring the extremal dependence	2005-08-01	Paper
https://portal.mardi4nfdi.de/entity/Q4652210	2005-02-24	Paper
Extremes of deterministic sub‐sampled moving averages with heavy‐tailed innovations	2004-11-24	Paper
The extremal index of sub-sampled processes	2004-09-09	Paper
Extremes of associated variables.	2004-02-14	Paper
Limit distribution for point processes of high local maxima	2003-07-28	Paper
On the asymptotic location of high values of a stationary sequence	2003-05-07	Paper
A note on extremes of concomitants of order statistics	2002-11-21	Paper
The asymptotic locations of the maximum and minimum of stationary sequences	2002-08-28	Paper
Limit distributions for point processes of exceedances of random levels	2001-03-28	Paper
https://portal.mardi4nfdi.de/entity/Q4248199	1999-12-06	Paper
https://portal.mardi4nfdi.de/entity/Q4883696	1996-11-17	Paper
Extremes of a random number of variables from periodic sequences	1995-09-18	Paper
Multivariate extreme values in \(T\)-periodic random sequences under mild oscillation restrictions	1994-03-27	Paper
Joint exceedances of high levels under a local dependence condition	1993-06-29	Paper

Research outcomes over time

Doctoral students

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