Marta Susana Ribeiro Ferreira

Assistant Professor

University of Minho

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

Publications

Tail dependence between order statistics

Journal of Multivariate Analysis | 2012

H. Ferreira

DOI

On tail dependence: A characterization for first-order max-autoregressive processes

Mathematical Notes | 2011

DOI

A method for fitting A pRARMAX model: An application to financial data

WCE 2010 - World Congress on Engineering 2010 | 2010

L. Canto E Castro

ESTIMATION OF THE PARAMETER OF A pARMAX MODEL

Revstat-Statistical Journal | 2010

Modeling rare events through a pRARMAX process

Journal of Statistical Planning and Inference | 2010

L. Canto e Castro

DOI