4 citations · 15 across the 21 of their papers we have counts for
8 papers · 1 filter
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…
Extremes of scale mixtures of multivariate time series
Helena Ferreira, Marta Ferreira
Factor models have large potencial in the modeling of several natural and human phenomena. In this paper we consider a multivariate time series $\mb{Y}_n$, , rescaled th…
Max-min dependence coefficients for Multivariate Extreme Value Distributions
Helena Ferreira
We evaluate the dependence among the margins of a random vector with Multivariate Extreme Value distribution throughout the expected value of a range and relate this coefficient of…
Generating multivariate extreme value distributions
Helena Ferreira
We define in a probabilistic way a parametric family of multivariate extreme value distributions. We derive its copula, which is a mixture of several complete dependent copulas and…
Multivariate maxima of moving multivariate maxima
Helena Ferreira
We define a class of multivariate maxima of moving multivariate maxima, generalising the M4 processes. For these stationary multivariate time series we characterise the joint distr…