Marta Susana Ribeiro Ferreira
AuthID: R-000-D3Z
21
TITLE: Estimating the extremal index through the tail dependence concept
AUTHORS: Marta Ferreira;
PUBLISHED: 2015, SOURCE: Discussiones Mathematicae Probability and Statistics, VOLUME: 35, ISSUE: 1-2
AUTHORS: Marta Ferreira;
PUBLISHED: 2015, SOURCE: Discussiones Mathematicae Probability and Statistics, VOLUME: 35, ISSUE: 1-2
22
TITLE: Extremal behavior of pMAX processes Full Text
AUTHORS: Helena Ferreira; Marta Ferreira;
PUBLISHED: 2014, SOURCE: STATISTICS & PROBABILITY LETTERS, VOLUME: 93
AUTHORS: Helena Ferreira; Marta Ferreira;
PUBLISHED: 2014, SOURCE: STATISTICS & PROBABILITY LETTERS, VOLUME: 93
23
TITLE: A Heuristic Procedure to Estimate the Tail Index
AUTHORS: Marta Ferreira;
PUBLISHED: 2014, SOURCE: 14th International Conference on Computational Science and Its Applications (ICCSA) in 2014 14TH INTERNATIONAL CONFERENCE ON COMPUTATIONAL SCIENCE AND ITS APPLICATIONS (ICCSA)
AUTHORS: Marta Ferreira;
PUBLISHED: 2014, SOURCE: 14th International Conference on Computational Science and Its Applications (ICCSA) in 2014 14TH INTERNATIONAL CONFERENCE ON COMPUTATIONAL SCIENCE AND ITS APPLICATIONS (ICCSA)
24
TITLE: Extremal (in)dependence of a maximum autoregressive process
AUTHORS: Marta Ferreira;
PUBLISHED: 2013, SOURCE: Discussiones Mathematicae Probability and Statistics, VOLUME: 33, ISSUE: 1-2
AUTHORS: Marta Ferreira;
PUBLISHED: 2013, SOURCE: Discussiones Mathematicae Probability and Statistics, VOLUME: 33, ISSUE: 1-2
25
TITLE: On the tail index estimation of an autoregressive Pareto process
AUTHORS: Marta Ferreira;
PUBLISHED: 2013, SOURCE: Discussiones Mathematicae Probability and Statistics, VOLUME: 33, ISSUE: 1-2
AUTHORS: Marta Ferreira;
PUBLISHED: 2013, SOURCE: Discussiones Mathematicae Probability and Statistics, VOLUME: 33, ISSUE: 1-2
26
TITLE: A Method For Fitting A pRARMAX Model: An Application To Financial Data
AUTHORS: Marta Ferreira; Luisa C E Canto e Castro;
PUBLISHED: 2010, SOURCE: World Congress on Engineering (WCE 2010) in WORLD CONGRESS ON ENGINEERING, WCE 2010, VOL III
AUTHORS: Marta Ferreira; Luisa C E Canto e Castro;
PUBLISHED: 2010, SOURCE: World Congress on Engineering (WCE 2010) in WORLD CONGRESS ON ENGINEERING, WCE 2010, VOL III
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