The following pages link to Helena Ferreira (Q419294):
Displayed 50 items.
- Item:Q419294 (redirect page) (← links)
- Estimating the upcrossings index (Q384754) (← links)
- Extremes of multivariate ARMAX processes (Q384759) (← links)
- Extremal behavior of pMAX processes (Q395963) (← links)
- Fragility index of block tailed vectors (Q419295) (← links)
- Multivariate maxima of moving multivariate maxima (Q449003) (← links)
- Dependence between two multivariate extremes (Q633053) (← links)
- Point processes of exceedances by random fields (Q651082) (← links)
- Multidimensional extremal dependence coefficients (Q680461) (← links)
- Tail dependence between order statistics (Q764486) (← links)
- The multivariate extremal index and the dependence structure of a multivariate extreme value distribution (Q820208) (← links)
- Multivariate medial correlation with applications (Q830307) (← links)
- How to compute the extremal index of stationary random fields (Q945461) (← links)
- Limit distributions for point processes of exceedances of random levels (Q1302068) (← links)
- Multivariate extreme values in \(T\)-periodic random sequences under mild oscillation restrictions (Q1315405) (← links)
- Extremes of associated variables. (Q1423159) (← links)
- The asymptotic locations of the maximum and minimum of stationary sequences (Q1611776) (← links)
- Estimating the extremal index through local dependence (Q1650108) (← links)
- A note on extremes of concomitants of order statistics (Q1848516) (← links)
- On the asymptotic location of high values of a stationary sequence (Q1871363) (← links)
- The extremal index of sub-sampled processes (Q1878839) (← links)
- Extremes of a random number of variables from periodic sequences (Q1890872) (← links)
- On extremal dependence: some contributions (Q1936535) (← links)
- The stopped clock model (Q2148721) (← links)
- Extremes of scale mixtures of multivariate time series (Q2348444) (← links)
- Measuring the extremal dependence (Q2483876) (← links)
- On the extremal behaviour of generalized periodic sub-sampled moving average models with regularly varying tails (Q2488449) (← links)
- Clustering of upcrossings of high values (Q2655060) (← links)
- Tail dependence and smoothness of time series (Q2666039) (← links)
- Generalized Logistic Models and its orthant tail dependence (Q2882853) (← links)
- Universality in PSI20 fluctuations (Q2908443) (← links)
- Universality in the stock exchange market (Q3090074) (← links)
- Universality in nonlinear prediction of complex systems (Q3644271) (← links)
- (Q3645227) (← links)
- (Q4248199) (← links)
- (Q4652210) (← links)
- Extremes of deterministic sub‐sampled moving averages with heavy‐tailed innovations (Q4827963) (← links)
- (Q4883696) (← links)
- (Q4915365) (← links)
- Dissecting the multivariate extremal index and tail dependence (Q5142074) (← links)
- Tail Dependence Under Sample Failures (Q5216296) (← links)
- Joint exceedances of high levels under a local dependence condition (Q5286000) (← links)
- On the Multivariate Upcrossings Index (Q5419367) (← links)
- (Q5420529) (← links)
- (Q5429803) (← links)
- The upcrossings index and the extremal index (Q5441513) (← links)
- Limiting crossing probabilities of random fields (Q5754698) (← links)
- Asymptotic dependence of bivariate maxima (Q5866066) (← links)
- Limit distribution for point processes of high local maxima (Q5945256) (← links)
- A new blocks estimator for the extremal index (Q6078230) (← links)