2 papers
math.ST2020
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…
math.PR2019
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…