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math.ST2020
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…
math.ST2020
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…