4 citations · 15 across the 21 of their papers we have counts for
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math.PR2015
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…
math.ST2015
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…