Marta Susana Ribeiro Ferreira
AuthID: R-000-D3Z
11
TITLE: Tail dependence and smoothness of time series Full Text
AUTHORS: Ferreira, H; Ferreira, M;
PUBLISHED: 2020, SOURCE: TEST, VOLUME: 30, ISSUE: 1
AUTHORS: Ferreira, H; Ferreira, M;
PUBLISHED: 2020, SOURCE: TEST, VOLUME: 30, ISSUE: 1
12
TITLE: Multidimensional extremal dependence coefficients Full Text
AUTHORS: Ferreira, H; Ferreira, M;
PUBLISHED: 2018, SOURCE: STATISTICS & PROBABILITY LETTERS, VOLUME: 133
AUTHORS: Ferreira, H; Ferreira, M;
PUBLISHED: 2018, SOURCE: STATISTICS & PROBABILITY LETTERS, VOLUME: 133
13
TITLE: HEURISTIC TOOLS FOR THE ESTIMATION OF THE EXTREMAL INDEX: A COMPARISON OF METHODS Full Text
AUTHORS: Marta Ferreira;
PUBLISHED: 2018, SOURCE: REVSTAT-STATISTICAL JOURNAL, VOLUME: 16, ISSUE: 1
AUTHORS: Marta Ferreira;
PUBLISHED: 2018, SOURCE: REVSTAT-STATISTICAL JOURNAL, VOLUME: 16, ISSUE: 1
INDEXED IN: 
WOS
WOS14
TITLE: Analysis of estimation methods for the extremal index Full Text
AUTHORS: Marta Ferreira;
PUBLISHED: 2018, SOURCE: ELECTRONIC JOURNAL OF APPLIED STATISTICAL ANALYSIS, VOLUME: 11, ISSUE: 1
AUTHORS: Marta Ferreira;
PUBLISHED: 2018, SOURCE: ELECTRONIC JOURNAL OF APPLIED STATISTICAL ANALYSIS, VOLUME: 11, ISSUE: 1
INDEXED IN: WOS
WOS15
TITLE: Analyzing the Gaver-Lewis Pareto Process under an Extremal Perspective
AUTHORS: Ferreira, M; Ferreira, H;
PUBLISHED: 2017, SOURCE: RISKS, VOLUME: 5, ISSUE: 3
AUTHORS: Ferreira, M; Ferreira, H;
PUBLISHED: 2017, SOURCE: RISKS, VOLUME: 5, ISSUE: 3
16
TITLE: A New Estimator for the Pickands Dependence Function
AUTHORS: Marta Ferreira;
PUBLISHED: 2017, SOURCE: JOURNAL OF MODERN APPLIED STATISTICAL METHODS, VOLUME: 16, ISSUE: 1
AUTHORS: Marta Ferreira;
PUBLISHED: 2017, SOURCE: JOURNAL OF MODERN APPLIED STATISTICAL METHODS, VOLUME: 16, ISSUE: 1
INDEXED IN: WOS
WOS17
TITLE: The Lawrence-Lewis Pareto process: an extremal approach Full Text
AUTHORS: Marta Ferreira;
PUBLISHED: 2016, SOURCE: ELECTRONIC JOURNAL OF APPLIED STATISTICAL ANALYSIS, VOLUME: 9, ISSUE: 1
AUTHORS: Marta Ferreira;
PUBLISHED: 2016, SOURCE: ELECTRONIC JOURNAL OF APPLIED STATISTICAL ANALYSIS, VOLUME: 9, ISSUE: 1
INDEXED IN: 
Scopus WOS
Scopus WOS18
TITLE: A STUDY OF THE JACKKNIFE METHOD IN THE ESTIMATION OF THE EXTREMAL INDEX
AUTHORS: Marta Ferreira;
PUBLISHED: 2016, SOURCE: SOUTH AFRICAN STATISTICAL JOURNAL, VOLUME: 50, ISSUE: 2
AUTHORS: Marta Ferreira;
PUBLISHED: 2016, SOURCE: SOUTH AFRICAN STATISTICAL JOURNAL, VOLUME: 50, ISSUE: 2
INDEXED IN: WOS
WOS19
TITLE: Extremes of scale mixtures of multivariate time series Full Text
AUTHORS: Helena Ferreira; Marta Ferreira;
PUBLISHED: 2015, SOURCE: JOURNAL OF MULTIVARIATE ANALYSIS, VOLUME: 137
AUTHORS: Helena Ferreira; Marta Ferreira;
PUBLISHED: 2015, SOURCE: JOURNAL OF MULTIVARIATE ANALYSIS, VOLUME: 137
20
TITLE: ESTIMATING MULTIVARIATE EXTREMAL DEPENDENCE: A NEW PROPOSAL
AUTHORS: Ferreira, M;
PUBLISHED: 2015, SOURCE: THEORY OF PROBABILITY AND MATHEMATICAL STATISTICS, VOLUME: 93
AUTHORS: Ferreira, M;
PUBLISHED: 2015, SOURCE: THEORY OF PROBABILITY AND MATHEMATICAL STATISTICS, VOLUME: 93
INDEXED IN: WOS
WOS