Main publications of the last 10 years

 

·         Ferreira, H. and Ferreira, M. (2015). Extremes of scale mixtures of multivariate time series. Journal of Multivariate Analysis. Accepted for publication.

·         Fonseca, C., Pereira, L., Ferreira, H. and Martins, A.P. (2015) Generalized madogram and pairwise dependence of maxima over two regions of a random field. Kybernetika, (in press).

·         Fonseca, C., Martins, A.P., Pereira, L. and Ferreira, H. (2015). Dependence matrices for spatial extreme events. Communications in Statistics – Theory and Methods. Published online 10 October 2014.

·         Ferreira, H. and Pereira, L. (2015). Dependence of maxima in space. J. Phys.: Conf. Ser. 574.

·          Ferreira, H. (2014). Bivariate Tail Dependence and the Generation of Multivariate Extreme Value Distributions. Communications in Statistics – Theory and Methods, 43(24), 5318-5325.

·         Ferreira, H. and Ferreira, M. (2014). Extremal behavior of pMax processes. Statistics & Probability Letters, 93, 46-57.

·        Fonseca, C., Ferreira, H., Pereira, L. and Martins, A.P. (2014) Stability and contagion measures for spatial extreme value analyses, Kybernetica, 50(6), 914-928.

 

·        Martins, A.P. and Ferreira, H. (2014). Extremal properties of M4 processes. Test, 23, 388-408.

 

·         Viseu, C., Pereira, L., Martins, A.P. and Ferreira, H. (2014). On the multivariate upcrossings index. Communications in Statistics – Theory and Methods, 43(6), 1277–1292.

·         Ferreira, H. (2013). The multivariate extremal index and the tail dependence. International Center for Matehmatics Bulletin, 33, 9-13.

·         Ferreira, M. and Ferreira, H. (2013). Extremes of multivariate ARMAX processes. Test, 22(4), 606-627.

·         Pereira, L. (2013). On the maximum and minimum of a stationary random field. Advances in Regression, Survival Analysis, Extreme Values, Markov Processes and Other Statistical Applications. Studies in Theoretical and Applied Statistics, 337-345, Springer. 

·         Pereira, L. (2013). Asymptotic location of largest values of a stationary random field. Communications in Statistics – Theory and Methods, 42 (24), 4513-4524. 

·         Sebastião, J.R., Martins, A.P., Ferreira, H. and Pereira, L. (2013). Estimating the upcrossings index. Test. 22, 549–579.

·         Viseu, C., Pereira, L., Martins, A.P. and Ferreira, H. (2013). Dependence of multivariate extremes. Advances in Regression, Survival Analysis, Extreme Values, Markov Processes and Other Statistical Applications. Studies in Theoretical and Applied Statistics, 463-471, Springer. 

·         Ferreira, H. (2012). Multivariate maxima of moving multivariate maxima, Statistics and Probability Letters, 82, 1489-1496. 

·         Ferreira, H. and Ferreira, M. (2012). Tail dependence between order statistics. Journal of Multivariate Analysis, 105(1), 176-192. 

·         Ferreira, H. and Ferreira, M. (2012). Fragility index of block tailed vectors, Journal of Statistical Planning and Inference, 142(7), 1837-1848. 

·         Ferreira, M. and Ferreira, H. (2012). On extremal dependence: some contributions. Test, 21(3), 566-583. 

·         Ferreira, H. and Ferreira, M. (2012). On extremal dependence of block vectors. Kybernetika, 48(5), 988-1006.

·         Ferreira, H. and Pereira, L. (2012). Point processes of exceedances by random fields. Journal of Statistical Planning and Inference, 142, 773-779. 

·         Ferreira, H. (2011). Dependence between two multivariate extremes Statistics & Probability Letters, 81(5), 586–591. 

·         Ferreira, H. and Pereira, L. (2011). Generalized logistic model and its orthant tail dependence. Kybernetika, 47(5), 732-739.

·         Pereira, L. (2010). On the extremal behavior of a nonstationary normal random field. Journal of Statistical Planning and Inference, 140(11), 3567–3576.

·         Sebastião, J.R., Martins, A.P., Pereira, L. and Ferreira, H. (2010). Clustering of upcrossings of high values. Journal of Statistical Planning and Inference, 140, 1003-1012.

·         Pereira, L. (2009). The asymptotic location of the maximum of a stationary random field. Statistics & Probability Letters, 79(20), 2166–2169. 

·         Martins, A.P., Ferreira, H. and Pereira, L. (2008). Multidimensional outlier-proneness of dependent data and the extremal index. Statistical Methodology, 5(1), 72-82.

·         Pereira, L. and Ferreira, H. (2008). How to compute the extremal index of stationary random fields. Statistics & Probability Letters, 78(11), 1301–1304.

·         Ferreira, H. (2006). A new model for time series dependence and the extremal index of higher Markov chains. RevStat, 4(2), 143-151.

·         Ferreira, H. (2006). The upcrossings index and the extremal index. Journal of Applied Probability, 43(4), 927-937.

·         Pereira, L. and Ferreira, H. (2006). Limiting crossing probabilities of random fields. Journal of Applied Probability, 43(3), 844-891.

·         Ferreira, H. and Temido, G. (2005). Maximum of a random number of variables attracted to a max-semistable distribution. Pub. Inst. Stat. Univ. Paris, XLIX, 1, 71-80.

·         Martins, A.P. and Ferreira, H. (2005). Measuring the extremal dependence. Statistics & Probability Letters, 73, 99-103.

·         Martins, A.P. and Ferreira, H. (2005). The multivariate extremal index and the dependence structure of a multivariate extreme value distribution. Test, 14(2), 433-448.