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Helena Ferreira

Identifiers

  • name variant Helena Ferreira 0.60 · backfill

Papers (22)

  1. Tail dependence and smoothness math.ST · 2019 · author #1
  2. Dissecting the multivariate extremal index and tail dependence math.ST · 2017 · author #1
  3. Multidimensional extremal dependence coefficients math.ST · 2017 · author #1
  4. Clustering of high values in random fields math.PR · 2015 · author #1
  5. Estimating the extremal index through local dependence math.ST · 2015 · author #1
  6. Dependence of maxima in space math.ST · 2014 · author #1
  7. Extremes of scale mixtures of multivariate time series math.PR · 2013 · author #1
  8. Extremes of multivariate ARMAX processes math.ST · 2012 · author #2
  9. Extremal behavior of pMAX processes math.ST · 2012 · author #1
  10. Max-min dependence coefficients for Multivariate Extreme Value Distributions math.PR · 2012 · author #1
  11. Estimating the Upcrossings Index math.ST · 2012 · author #3
  12. Generating multivariate extreme value distributions math.PR · 2012 · author #1
  13. Fragility Index of block tailed vectors math.ST · 2011 · author #1
  14. Extremal dependence: some contributions math.ST · 2011 · author #1
  15. Multivariate maxima of moving multivariate maxima math.PR · 2011 · author #1
  16. Generalized Logistic Models and its orthant tail dependence math.PR · 2011 · author #1
  17. Generalized madogram and pairwise dependence of maxima over two regions of a random field math.ST · 2011 · author #3
  18. Dependence of multivariate extremes math.PR · 2010 · author #4
  19. On the multivariate upcrossings index math.PR · 2010 · author #4
  20. Universal Fluctuations of AEX index q-fin.ST · 2010 · author #2
  21. Universal Fluctuations of the FTSE100 q-fin.ST · 2010 · author #2
  22. Universality in DAX index returns fluctuations q-fin.ST · 2010 · author #2

Mentions

  • 1509.00637 #1 · backfill · confidence 0.70 Helena Ferreira
  • 1505.02077 #1 · backfill · confidence 0.70 Helena Ferreira
  • 1406.5973 #1 · backfill · confidence 0.70 Helena Ferreira
  • 1303.3413 #1 · backfill · confidence 0.70 Helena Ferreira
  • 1212.1885 #2 · backfill · confidence 0.70 Helena Ferreira
  • 1210.7430 #1 · backfill · confidence 0.70 Helena Ferreira
  • 1205.3954 #1 · backfill · confidence 0.70 Helena Ferreira
  • 1204.1905 #3 · backfill · confidence 0.70 Helena Ferreira
  • 1203.1875 #1 · backfill · confidence 0.70 Helena Ferreira
  • 1112.1490 #1 · backfill · confidence 0.70 Helena Ferreira
  • 1108.1972 #1 · backfill · confidence 0.70 Helena Ferreira
  • 1106.1390 #1 · backfill · confidence 0.70 Helena Ferreira
  • 1104.5409 #1 · backfill · confidence 0.70 Helena Ferreira
  • 1104.2637 #3 · backfill · confidence 0.70 Helena Ferreira
  • 1006.1602 #4 · backfill · confidence 0.70 Helena Ferreira
  • 1006.1596 #4 · backfill · confidence 0.70 Helena Ferreira
  • 1004.1210 #2 · backfill · confidence 0.70 Helena Ferreira
  • 1004.1138 #2 · backfill · confidence 0.70 Helena Ferreira
  • 1004.1136 #2 · backfill · confidence 0.70 Helena Ferreira

Frequent Coauthors