Marta Susana Ribeiro Ferreira

Assistant Professor

University of Minho

msferreira@math.uminho.pt
(+351) 253 604352
.
ORCID ResearcherID Scopus

Publications

Extremal (in)dependence of a maximum autoregressive process

Discussiones Mathematicae Probability and Statistics | 2013

DOI

Extremes of multivariate ARMAX processes

Test | 2013

H. Ferreira

DOI

Nonparametric estimation of the tail-dependence coefficient

Revstat Statistical Journal | 2013

On the tail index estimation of an autoregressive pareto process

Discussiones Mathematicae Probability and Statistics | 2013

DOI

Fragility index of block tailed vectors

Journal of Statistical Planning and Inference | 2012

H. Ferreira

DOI