7 papers
pMAX Random Fields
Marta Ferreira, Ana Paula Martins, Helena Ferreira
The risk of occurrence of atypical phenomena is a cross-cutting concern in several areas, such as engineering, climatology, finance, actuarial, among others. Extreme value theory i…
Extremal behaviour of a periodically controlled sequence with imputed values
Helena Ferreira, Ana Paula Martins, Maria da Graça Temido
Extreme events are a major concern in statistical modeling. Ran\-dom missing data can constitute a problem when modeling such rare events. Imputation is crucial in these situations…
Clustering of high values in random fields
Helena Ferreira, Luísa Pereira, Ana Paula Martins
The asymptotic results that underlie applications of extreme random fields often assume that the variables are located on a regular discrete grid, identified with , a…
Estimating the Upcrossings Index
João Renato Sebastião, Ana Paula Martins, Helena Ferreira +1
For stationary sequences, under general local and asymptotic dependence restrictions, any limiting point process for time normalized upcrossings of high levels is a compound Poisso…
Generalized madogram and pairwise dependence of maxima over two regions of a random field
Cecília Fonseca, Luísa Pereira, Helena Ferreira +1
Spatial environmental processes often exhibit dependence in their large values. In order to model such processes their dependence properties must be characterized and quantified. I…
Dependence of multivariate extremes
Clara Viseu, Luísa Pereira, Ana Paula Martins +1
We give necessary and sufficient conditions for two sub-vectors of a random vector with a multivariate extreme value distribution, corresponding to the limit distribution of the ma…
On the multivariate upcrossings index
Clara Viseu, Luísa Pereira, Ana Paula Martins +1
The notion of multivariate upcrossings index of a stationary sequence is introduced and its main properties are derived, namely th…