2 citations · 3 across the 7 of their papers we have counts for
8 papers
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…
Almost sure convergence for the maximum of nonstationary random fields
Luísa Pereira, Zhongquan Tan
We obtain an almost sure limit theorem for the maximum of nonstationary random fields under some dependence conditions.
Dependence of maxima in space
Helena Ferreira, Luisa Pereira
We propose a coefficient that measures the dependence among large values for spatial processes of maxima. Its main properties are: a) locations can be taken into account; b) it…
Estimating the Upcrossings Index
João Renato Sebastião, Ana Paula Martins, Helena Ferreira +1
For stationary sequences, under general local and asymptotic dependence restrictions, any limiting point process for time normalized upcrossings of high levels is a compound Poisso…
Generalized Logistic Models and its orthant tail dependence
Helena Ferreira, Luísa Pereira
The Multivariate Extreme Value distributions have shown their usefulness in environmental studies, financial and insurance mathematics. The Logistic or Gumbel-Hougaard distribution…
Generalized madogram and pairwise dependence of maxima over two regions of a random field
Cecília Fonseca, Luísa Pereira, Helena Ferreira +1
Spatial environmental processes often exhibit dependence in their large values. In order to model such processes their dependence properties must be characterized and quantified. I…