4 citations · 6 across the 12 of their papers we have counts for
14 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…
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…