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Showing results 35 to 54 of 65. < previous   next >
Issue DateTitleAuthor(s)TypeAccess
2023Measuring extremal clustering in time seriesFerreira, Marta SusanaArticleOpen access
2010A method for fitting a pRARMAX model : an application to financial dataFerreira, Marta Susana; Castro, Luisa Canto eConference paperRestricted access (UMinho)
2009Um método de ajustamento do modelo pRARMAXFerreira, Marta Susana; Castro, Luisa Canto eArticleRestricted access (UMinho)
2010Modeling rare events through a pRARMAX processFerreira, Marta Susana; Castro, Luisa Canto eArticleRestricted access (UMinho)
2018Multidimensional extremal dependence coefficientsFerreira, Helena; Ferreira, Marta SusanaArticleRestricted access (UMinho)
2020Multivariate medial correlation with applicationsFerreira, Helena; Ferreira, Marta SusanaArticleOpen access
2022A new blocks estimator for the extremal indexFerreira, Helena; Ferreira, Marta SusanaArticleOpen access
2017A new estimator for the Pickands dependence functionFerreira, Marta SusanaArticleRestricted access (Author)
2013Nonparametric estimation of the tail-dependence coefficientFerreira, Marta SusanaArticleOpen access
Jun-2012On an extreme value version of the Birnbaum-Saunders distributionFerreira, Marta Susana; Gomes, Ivette; Leiva, VíctorArticleOpen access
2012On extremal dependence : some contributionsFerreira, Marta Susana; Ferreira, HelenaArticleRestricted access (UMinho)
20-Nov-2012On extremal dependence of block vectorsFerreira, Helena; Ferreira, Marta SusanaArticleRestricted access (UMinho)
2011On tail dependence : a characterization for first-order max-autoregressive processes.Ferreira, Marta SusanaArticleRestricted access (UMinho)
2012On the extremal behavior of a Pareto process : an alternative for ARMAX modelingFerreira, Marta SusanaArticleRestricted access (UMinho)
Oct-2015On the Hill estimator: a comparison of methodsFerreira, Marta Susana; Rebelo, Márcio PereiraConference paperOpen access
2013On the tail index estimation of an autoregressive Pareto processFerreira, Marta SusanaArticleRestricted access (UMinho)
26-Nov-2012Parameter estimation and dependence characterization of the MAR(1) processFerreira, Marta SusanaArticleOpen access
2014Probabilidades e Estatística IIFerreira, Marta SusanaPedagogical publicationRestricted access (UMinho)
2023Smoothness of time series: a new approach to estimationFerreira, Marta SusanaArticleOpen access
2013A study of exponential-type tails applied to Birnbaum-Saunders modelsFerreira, Marta SusanaArticleOpen access