4 citations · 6 across the 8 of their papers we have counts for
9 papers · 1 filter
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…
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…
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…
Tail dependence and smoothness
Helena Ferreira, Marta Ferreira
The risk of catastrophes is related to the possibility of occurring extreme values. Several statistical methodologies have been developed in order to evaluate the propensity of a p…
Dissecting the multivariate extremal index and tail dependence
Helena Ferreira, Marta Ferreira
A central issue in the theory of extreme values focuses on suitable conditions such that the well-known results for the limiting distributions of the maximum of i.i.d. sequences ca…
Estimating the extremal index through local dependence
Helena Ferreira, Marta Ferreira
The extremal index is an important parameter in the characterization of extreme values of a stationary sequence. Our new estimation approach for this parameter is based on the extr…