2 citations · 3 across the 7 of their papers we have counts for
5 papers · 1 filter
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.
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…
Dependence of multivariate extremes
Clara Viseu, Luísa Pereira, Ana Paula Martins +1
We give necessary and sufficient conditions for two sub-vectors of a random vector with a multivariate extreme value distribution, corresponding to the limit distribution of the ma…
On the multivariate upcrossings index
Clara Viseu, Luísa Pereira, Ana Paula Martins +1
The notion of multivariate upcrossings index of a stationary sequence is introduced and its main properties are derived, namely th…