Marta Susana Ribeiro Ferreira


AuthID: R-000-D3Z

Confirmed Publications: 13



1
TITLE: Extremes of multivariate ARMAX processes  Full Text
AUTHORS: Marta Ferreira ; Helena Ferreira ;
PUBLISHED: 2013, SOURCE: TEST, VOLUME: 22, ISSUE: 4
INDEXED IN: Scopus WOS CrossRef: 4
IN MY: ORCID
2
TITLE: NONPARAMETRIC ESTIMATION OF THE TAIL-DEPENDENCE COEFFICIENT  Full Text
AUTHORS: Marta Ferreira ;
PUBLISHED: 2013, SOURCE: REVSTAT-STATISTICAL JOURNAL, VOLUME: 11, ISSUE: 1
INDEXED IN: Scopus WOS
IN MY: ORCID
3
TITLE: Fragility index of block tailed vectors  Full Text
AUTHORS: Helena Ferreira ; Marta Ferreira ;
PUBLISHED: 2012, SOURCE: JOURNAL OF STATISTICAL PLANNING AND INFERENCE, VOLUME: 142, ISSUE: 7
INDEXED IN: Scopus WOS CrossRef: 1
IN MY: ORCID
4
TITLE: ON AN EXTREME VALUE VERSION OF THE BIRNBAUM-SAUNDERS DISTRIBUTION  Full Text
AUTHORS: Marta Ferreira ; Ivette Gomes, MI ; Victor Leiva;
PUBLISHED: 2012, SOURCE: REVSTAT-STATISTICAL JOURNAL, VOLUME: 10, ISSUE: 2
INDEXED IN: Scopus WOS
IN MY: ORCID
5
TITLE: ON EXTREMAL DEPENDENCE OF BLOCK VECTORS
AUTHORS: Helena Ferreira ; Marta Ferreira ;
PUBLISHED: 2012, SOURCE: KYBERNETIKA, VOLUME: 48, ISSUE: 5
INDEXED IN: Scopus WOS
IN MY: ORCID
6
TITLE: On extremal dependence: some contributions  Full Text
AUTHORS: Ferreira, M ; Ferreira, H ;
PUBLISHED: 2012, SOURCE: TEST, VOLUME: 21, ISSUE: 3
INDEXED IN: Scopus WOS CrossRef
IN MY: ORCID
7
TITLE: ON THE EXTREMAL BEHAVIOR OF A PARETO PROCESS: AN ALTERNATIVE FOR ARMAX MODELING
AUTHORS: Marta Ferreira ;
PUBLISHED: 2012, SOURCE: KYBERNETIKA, VOLUME: 48, ISSUE: 1
INDEXED IN: Scopus WOS
IN MY: ORCID
8
TITLE: Tail dependence between order statistics  Full Text
AUTHORS: Helena Ferreira ; Marta Ferreira ;
PUBLISHED: 2012, SOURCE: JOURNAL OF MULTIVARIATE ANALYSIS, VOLUME: 105, ISSUE: 1
INDEXED IN: Scopus WOS CrossRef: 2
IN MY: ORCID
9
TITLE: On tail dependence: A characterization for first-order max-autoregressive processes  Full Text
AUTHORS: Ferreira, M ;
PUBLISHED: 2011, SOURCE: MATHEMATICAL NOTES, VOLUME: 90, ISSUE: 5-6
INDEXED IN: Scopus WOS CrossRef
IN MY: ORCID
10
TITLE: A method for fitting A pRARMAX model: An application to financial data
AUTHORS: Ferreira, M ; Canto E Castro, L ;
PUBLISHED: 2010, SOURCE: World Congress on Engineering 2010, WCE 2010 in WCE 2010 - World Congress on Engineering 2010, VOLUME: 3
INDEXED IN: Scopus
IN MY: ORCID
Page 1 of 2. Total results: 13.

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