4 citations · 15 across the 21 of their papers we have counts for
25 papers
A new blocks estimator for the extremal index
Helena Ferreira, Marta Ferreira
The occurrence of successive extreme observations can have an impact on society. In extreme value theory there are parameters to evaluate the effect of clustering of high values, s…
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…
Multivariate Medial Correlation with applications
Helena Ferreira, Marta Ferreira
We define a multivariate medial correlation coefficient that extends the probabilistic interpretation and properties of Blomqvist's coefficient, incorporates multivariate margi…
The stopped clock model
Helena Ferreira, Marta Ferreira
The extreme values theory presents specific tools for modeling and predicting extreme phenomena. In particular, risk assessment is often analyzed through measures for tail dependen…
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…
A crossinggram for random fields on lattices
Helena Ferreira, Marta Ferreira, Luís A. Alexandre
The modeling of risk situations that occur in a space-time framework can be done using max-stable random fields on lattices. Although the summary coefficients for the spatial and t…