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Marta Ferreira

Identifiers

  • name variant Marta Ferreira 0.60 · backfill

Papers (11)

  1. Tail dependence and smoothness math.ST · 2019 · author #2
  2. Dissecting the multivariate extremal index and tail dependence math.ST · 2017 · author #2
  3. Multidimensional extremal dependence coefficients math.ST · 2017 · author #2
  4. Estimating the extremal index through local dependence math.ST · 2015 · author #2
  5. Extremes of scale mixtures of multivariate time series math.PR · 2013 · author #2
  6. Extremes of multivariate ARMAX processes math.ST · 2012 · author #1
  7. Extremal behavior of pMAX processes math.ST · 2012 · author #2
  8. Fragility Index of block tailed vectors math.ST · 2011 · author #2
  9. A new estimator for the tail-dependence coefficient stat.AP · 2011 · author #1
  10. On the penultimate tail behavior of Weibull-type models math.ST · 2011 · author #1
  11. Extremal dependence: some contributions math.ST · 2011 · author #2

Mentions

  • 1505.02077 #2 · backfill · confidence 0.70 Marta Ferreira
  • 1303.3413 #2 · backfill · confidence 0.70 Marta Ferreira
  • 1212.1885 #1 · backfill · confidence 0.70 Marta Ferreira
  • 1210.7430 #2 · backfill · confidence 0.70 Marta Ferreira
  • 1112.1490 #2 · backfill · confidence 0.70 Marta Ferreira
  • 1109.5485 #1 · backfill · confidence 0.70 Marta Ferreira
  • 1109.3139 #1 · backfill · confidence 0.70 Marta Ferreira
  • 1108.1972 #2 · backfill · confidence 0.70 Marta Ferreira

Frequent Coauthors