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Identification

Personal identification

Full name
Helena Ferreira

Citation names

  • Ferreira, Helena

Author identifiers

Ciência ID
7C10-8C72-313B
ORCID iD
0000-0001-9392-7259
Education
Degree Classification
2003
Concluded
 Matemática (Título de Agregado)
Universidade da Beira Interior, Portugal
 Aprovado
1994
Concluded
 Doutoramento em Ciências (Doutoramento)
Universidade de Coimbra Faculdade de Ciencias e Tecnologia, Portugal
"Condições de dependência local em Teoria de Valores Extremos" (THESIS/DISSERTATION)
 Aprovado com Distinção e Louvor
1986
Concluded
 Matemática (Licenciatura)
Universidade de Coimbra Faculdade de Ciencias e Tecnologia, Portugal
 16 valores
Affiliation

Teaching in Higher Education

Category
Host institution 		Employer
1996/02/01 - 1999/06/07 Assistant Professor (University Teacher) Universidade da Beira Interior, Portugal
1994/06/08 - 1996/01/31 Assistant Professor (University Teacher) Universidade de Coimbra Faculdade de Ciencias e Tecnologia, Portugal
1989/06/28 - 1994/06/07 Assistant (University Teacher) Universidade de Coimbra Faculdade de Ciencias e Tecnologia, Portugal
1986/08/01 - 1989/06/27 Trainee Assistant (University Teacher) Universidade de Coimbra Faculdade de Ciencias e Tecnologia, Portugal

Others

Category
Host institution 		Employer
2004/11/12 - Current Professora Catedrática de nomeação definitiva. Universidade da Beira Interior, Portugal
2000/04/03 - 2004/11/11 Professora Associada de nomeação definitiva. Universidade da Beira Interior, Portugal
1999/06/08 - 2000/04/02 Professora Auxiliar de nomeação definitiva. Universidade da Beira Interior, Portugal
Outputs

Publications

Book chapter
  1. Viseu, C.; Pereira, L.; Martins, A.P.; Ferreira, H.. "Dependence of multivariate extremes". 463-471. 2013.
    10.1007/978-3-642-34904-1_49
Journal article
  1. Ferreira, H.; Ferreira, M.. "A new blocks estimator for the extremal index". Communications in Statistics - Theory and Methods (2022): http://www.scopus.com/inward/record.url?eid=2-s2.0-85127207672&partnerID=MN8TOARS.
    10.1080/03610926.2022.2050405
  2. Ferreira, H.; Ferreira, M.. "The stopped clock model". Dependence Modeling 10 1 (2022): 48-57. http://www.scopus.com/inward/record.url?eid=2-s2.0-85130987712&partnerID=MN8TOARS.
    10.1515/demo-2022-0101
  3. Martins, A.P.; Ferreira, H.; Ferreira, M.. "A new random field on lattices". Statistics and Probability Letters 186 (2022): http://www.scopus.com/inward/record.url?eid=2-s2.0-85127341977&partnerID=MN8TOARS.
    10.1016/j.spl.2022.109478
  4. Ferreira, H.; Martins, A.P.; da Graça Temido, M.. "Extremal behaviour of a periodically controlled sequence with imputed values". Statistical Papers 62 6 (2021): 2991-3013. http://www.scopus.com/inward/record.url?eid=2-s2.0-85100676421&partnerID=MN8TOARS.
    10.1007/s00362-020-01217-w
  5. Ferreira, H.; Ferreira, M.. "Tail dependence and smoothness of time series". Test 30 1 (2021): 198-210. http://www.scopus.com/inward/record.url?eid=2-s2.0-85084051167&partnerID=MN8TOARS.
    10.1007/s11749-020-00709-z
  6. Ferreira, H.; Ferreira, M.. "Multivariate medial correlation with applications". Dependence Modeling 8 1 (2020): 361-372. http://www.scopus.com/inward/record.url?eid=2-s2.0-85099101898&partnerID=MN8TOARS.
    10.1515/demo-2020-0019
  7. Ferreira, H.; Ferreira, M.. "Dissecting the multivariate extremal index and tail dependence". Revstat Statistical Journal 18 4 (2020): 501-520. http://www.scopus.com/inward/record.url?eid=2-s2.0-85095114107&partnerID=MN8TOARS.
  8. Ferreira, M.; Ferreira, H.. "Tail dependence under sample failures". Theory of Probability and its Applications 64 4 (2020): 636-645. http://www.scopus.com/inward/record.url?eid=2-s2.0-85079640934&partnerID=MN8TOARS.
    10.1137/S0040585X97T989751
  9. Ferreira, H.; Ferreira, M.. "Asymptotic dependence of bivariate maxima". Communications in Statistics - Theory and Methods 48 13 (2019): 3269-3279. http://www.scopus.com/inward/record.url?eid=2-s2.0-85057213614&partnerID=MN8TOARS.
    10.1080/03610926.2018.1475568
  10. Ferreira, H.; Ferreira, M.. "Multidimensional extremal dependence coefficients". Statistics and Probability Letters 133 (2018): 1-8. http://www.scopus.com/inward/record.url?eid=2-s2.0-85042198613&partnerID=MN8TOARS.
    10.1016/j.spl.2017.09.018
  11. Ferreira, H.; Ferreira, M.. "Estimating the extremal index through local dependence". Annales de l'institut Henri Poincare (B) Probability and Statistics 54 2 (2018): 587-605. http://www.scopus.com/inward/record.url?eid=2-s2.0-85046761798&partnerID=MN8TOARS.
    10.1214/16-AIHP815
  12. Pereira, L.; Martins, A.P.; Ferreira, H.. "Clustering of high values in random fields". Extremes (2017): 1-32. http://www.scopus.com/inward/record.url?eid=2-s2.0-85016556472&partnerID=MN8TOARS.
    10.1007/s10687-017-0291-7
  13. Ferreira, M.; Ferreira, H.. "Analyzing the Gaver—Lewis pareto process under an extremal perspective". Risks 5 3 (2017): http://www.scopus.com/inward/record.url?eid=2-s2.0-85056724048&partnerID=MN8TOARS.
    10.3390/risks5030033
  14. Fonseca, C.; Martins, A.P.; Pereira, L.; Ferreira, H.. "Dependence matrices for spatial extreme events". Communications in Statistics - Theory and Methods 45 21 (2016): 6321-6341. http://www.scopus.com/inward/record.url?eid=2-s2.0-84981710179&partnerID=MN8TOARS.
    10.1080/03610926.2013.781649
  15. Ferreira, H.; Ferreira, M.. "Extremes of scale mixtures of multivariate time series". Journal of Multivariate Analysis 137 (2015): 82-99. http://www.scopus.com/inward/record.url?eid=2-s2.0-84924107639&partnerID=MN8TOARS.
    10.1016/j.jmva.2015.02.002
  16. Fonseca, C.; Pereira, L.; Ferreira, H.; Martins, A.P.. "Generalized madogram and pairwise dependence of maxima over two regions of a random field". Kybernetika 51 2 (2015): 193-211. http://www.scopus.com/inward/record.url?eid=2-s2.0-84929615175&partnerID=MN8TOARS.
    10.14736/kyb-2015-2-0193
  17. Viseu, C.; Pereira, L.; Martins, A.P.; Ferreira, H.. "On the multivariate upcrossings index". Communications in Statistics - Theory and Methods 43 6 (2014): 1277-1292. http://www.scopus.com/inward/record.url?eid=2-s2.0-84897760034&partnerID=MN8TOARS.
    10.1080/03610926.2012.661507
  18. Ferreira, H.. "Bivariate tail dependence and the generation of multivariate extreme value distributions". Communications in Statistics - Theory and Methods 43 24 (2014): 5318-5325. http://www.scopus.com/inward/record.url?eid=2-s2.0-84913573361&partnerID=MN8TOARS.
    10.1080/03610926.2012.744052
  19. Martins, A.P.; Ferreira, H.. "Extremal properties of M4 processes". Test 23 2 (2014): 388-408. http://www.scopus.com/inward/record.url?eid=2-s2.0-84901479111&partnerID=MN8TOARS.
    10.1007/s11749-014-0358-6
  20. Ferreira, H.; Pereira, L.. "Dependence of maxima in space". Journal of Physics: Conference Series 574 1 (2014): http://www.scopus.com/inward/record.url?eid=2-s2.0-84921671229&partnerID=MN8TOARS.
    10.1088/1742-6596/574/1/012021
  21. Ferreira, H.; Ferreira, M.. "Extremal behavior of pMAX processes". Statistics and Probability Letters 93 (2014): 46-57. http://www.scopus.com/inward/record.url?eid=2-s2.0-84903833210&partnerID=MN8TOARS.
    10.1016/j.spl.2014.06.009
  22. Fonseca, C.; Ferreira, H.; Pereira, L.; Martins, A.P.. "Stability and contagion measures for spatial extreme value analyzes". Kybernetika 50 6 (2014): 914-928. http://www.scopus.com/inward/record.url?eid=2-s2.0-84920607910&partnerID=MN8TOARS.
    10.14736/kyb-2014-6-0914
  23. Ferreira, M.; Ferreira, H.. "Extremes of multivariate ARMAX processes". Test 22 4 (2013): 606-627. http://www.scopus.com/inward/record.url?eid=2-s2.0-84886782643&partnerID=MN8TOARS.
    10.1007/s11749-013-0326-6
  24. Sebastião, J.R.; Martins, A.P.; Ferreira, H.; Pereira, L.. "Estimating the upcrossings index". Test 22 4 (2013): 549-579. http://www.scopus.com/inward/record.url?eid=2-s2.0-84886788563&partnerID=MN8TOARS.
    10.1007/s11749-013-0315-9
  25. Ferreira, H.; Pereira, L.. "Point processes of exceedances by random fields". Journal of Statistical Planning and Inference 142 3 (2012): 773-779. http://www.scopus.com/inward/record.url?eid=2-s2.0-82755197163&partnerID=MN8TOARS.
    10.1016/j.jspi.2011.09.012
  26. Ferreira, H.; Ferreira, M.. "Fragility index of block tailed vectors". Journal of Statistical Planning and Inference 142 7 (2012): 1837-1848. http://www.scopus.com/inward/record.url?eid=2-s2.0-84858751867&partnerID=MN8TOARS.
    10.1016/j.jspi.2012.01.021
  27. Ferreira, H.. "Multivariate maxima of moving multivariate maxima". Statistics and Probability Letters 82 8 (2012): 1489-1496. http://www.scopus.com/inward/record.url?eid=2-s2.0-84861149540&partnerID=MN8TOARS.
    10.1016/j.spl.2012.04.015
  28. Ferreira, M.; Ferreira, H.. "On extremal dependence: Some contributions". Test 21 3 (2012): 566-583. http://www.scopus.com/inward/record.url?eid=2-s2.0-84866103071&partnerID=MN8TOARS.
    10.1007/s11749-011-0261-3
  29. Ferreira, H.; Ferreira, M.. "On extremal dependence of block vectors". Kybernetika 48 5 (2012): 988-1006. http://www.scopus.com/inward/record.url?eid=2-s2.0-84870779502&partnerID=MN8TOARS.
  30. Ferreira, H.; Ferreira, M.. "Tail dependence between order statistics". Journal of Multivariate Analysis 105 1 (2012): 176-192. http://www.scopus.com/inward/record.url?eid=2-s2.0-80053556551&partnerID=MN8TOARS.
    10.1016/j.jmva.2011.09.001
  31. Ferreira, H.. "Dependence between two multivariate extremes". Statistics and Probability Letters 81 5 (2011): 586-591. http://www.scopus.com/inward/record.url?eid=2-s2.0-79751536449&partnerID=MN8TOARS.
    10.1016/j.spl.2011.01.014
  32. Ferreira, H.; Pereira, L.. "Generalized logistic model and its orthant tail dependence". Kybernetika 47 5 (2011): 732-739. http://www.scopus.com/inward/record.url?eid=2-s2.0-83455163893&partnerID=MN8TOARS.
  33. Sebastião, J.R.; Martins, A.P.; Pereira, L.; Ferreira, H.. "Clustering of upcrossings of high values". Journal of Statistical Planning and Inference 140 4 (2010): 1003-1012. http://www.scopus.com/inward/record.url?eid=2-s2.0-71649098907&partnerID=MN8TOARS.
    10.1016/j.jspi.2009.10.002
  34. Martins, A.P.; Ferreira, H.; Pereira, L.. "Multidimensional outlier-proneness of dependent data and the extremal index". Statistical Methodology 5 1 (2008): 72-82. http://www.scopus.com/inward/record.url?eid=2-s2.0-37249087547&partnerID=MN8TOARS.
    10.1016/j.stamet.2007.06.004
  35. Ferreira, H.; Pereira, L.. "How to compute the extremal index of stationary random fields". Statistics and Probability Letters 78 11 (2008): 1301-1304. http://www.scopus.com/inward/record.url?eid=2-s2.0-47749097177&partnerID=MN8TOARS.
    10.1016/j.spl.2007.11.025
  36. Pereira, L.; Ferreira, H.. "Limiting crossing probabilities of random fields". Journal of Applied Probability 43 3 (2006): 884-891. http://www.scopus.com/inward/record.url?eid=2-s2.0-34047112232&partnerID=MN8TOARS.
    10.1239/jap/1158784955
  37. Ferreira, H.. "The upcrossings index and the extremal index". Journal of Applied Probability 43 4 (2006): 927-937. http://www.scopus.com/inward/record.url?eid=2-s2.0-33947200207&partnerID=MN8TOARS.
    10.1239/jap/1165505198
  38. Martins, A.P.; Ferreira, H.. "Measuring the extremal dependence". Statistics and Probability Letters 73 2 (2005): 99-103. http://www.scopus.com/inward/record.url?eid=2-s2.0-20444492851&partnerID=MN8TOARS.
    10.1016/j.spl.2005.02.015
  39. Pereira, L.; Ferreira, H.. "Extremes of quasi-independent random fields and clustering of high values". WSEAS Transactions on Mathematics 4 4 (2005): 333-338. http://www.scopus.com/inward/record.url?eid=2-s2.0-29944435503&partnerID=MN8TOARS.
  40. Martins, A.P.; Ferreira, H.. "The multivariate extremal index and the dependence structure of a multivariate extreme value distribution". Test 14 2 (2005): 433-447. http://www.scopus.com/inward/record.url?eid=2-s2.0-31144460766&partnerID=MN8TOARS.
    10.1007/BF02595412
  41. Hall, A.; Scotto, M.G.; Ferreira, H.. "On the extremal behaviour of generalised periodic sub-sampled moving average models with regularly varying tails". Extremes 7 2 (2004): 149-160. http://www.scopus.com/inward/record.url?eid=2-s2.0-29144488956&partnerID=MN8TOARS.
    10.1007/s10687-005-6197-9
  42. Martins, A.P.; Ferreira, H.. "The extremal index of sub-sampled processes". Journal of Statistical Planning and Inference 124 1 (2004): 145-152. http://www.scopus.com/inward/record.url?eid=2-s2.0-2642511291&partnerID=MN8TOARS.
    10.1016/S0378-3758(03)00194-0
  43. Martins, A.P.; Ferreira, H.. "Extremes of periodic moving averages of random variables with regularly varying tail probabilities". SORT 28 2 (2004): 161-176. http://www.scopus.com/inward/record.url?eid=2-s2.0-12844254471&partnerID=MN8TOARS.
  44. Ferreira, H.. "Extremes of associated variables". Statistics and Probability Letters 63 4 (2003): 333-338. http://www.scopus.com/inward/record.url?eid=2-s2.0-0037971278&partnerID=MN8TOARS.
    10.1016/S0167-7152(03)00096-8
  45. Scotto, M.; Ferreira, H.. "Extremes of deterministic sub-sampled moving averages with heavy-tailed innovations". Applied Stochastic Models in Business and Industry 19 4 (2003): 303-313. http://www.scopus.com/inward/record.url?eid=2-s2.0-0346780356&partnerID=MN8TOARS.
    10.1002/asmb.500
  46. Pereira, L.; Ferreira, H.. "The asymptotic locations of the maximum and minimum of stationary sequences". Journal of Statistical Planning and Inference 104 2 (2002): 287-295. http://www.scopus.com/inward/record.url?eid=2-s2.0-0036605046&partnerID=MN8TOARS.
    10.1016/S0378-3758(01)00259-2
  47. Ferreira, H.; Scotto, M.. "On the asymptotic location of high values of a stationary sequence". Statistics and Probability Letters 60 4 (2002): 475-482. http://www.scopus.com/inward/record.url?eid=2-s2.0-0037114385&partnerID=MN8TOARS.
    10.1016/S0167-7152(02)00326-7
  48. Pereira, L.; Ferreira, H.. "Limit distribution for point processes of high local maxima". Journal of Statistical Planning and Inference 97 2 (2001): 227-233. http://www.scopus.com/inward/record.url?eid=2-s2.0-0011337196&partnerID=MN8TOARS.
    10.1016/S0378-3758(00)00225-1
  49. Ferreira, H.. "Extremes of a random number of variables from periodic sequences". Journal of Statistical Planning and Inference 45 1-2 (1995): 133-141. http://www.scopus.com/inward/record.url?eid=2-s2.0-58149321722&partnerID=MN8TOARS.
    10.1016/0378-3758(94)00082-4
  50. Ferreira, H.. "Multivariate extreme values in T-periodic random sequences under mild oscillation restrictions". Stochastic Processes and their Applications 49 1 (1994): 111-125. http://www.scopus.com/inward/record.url?eid=2-s2.0-38149145337&partnerID=MN8TOARS.
    10.1016/0304-4149(94)90115-5

Other

Other output
  1. pMAX Random Fields. 2020. Ferreira, M.; Martins, A.P.; Ferreira, H.. http://www.scopus.com/inward/record.url?eid=2-s2.0-85095319578&partnerID=MN8TOARS.
  2. Multivariate Medial Correlation. 2020. Ferreira, H.. http://www.scopus.com/inward/record.url?eid=2-s2.0-85094030248&partnerID=MN8TOARS.
  3. Dissecting the multivariate extremal index and tail dependence. 2017. Ferreira, H.; Ferreira, M.. http://www.scopus.com/inward/record.url?eid=2-s2.0-85098100195&partnerID=MN8TOARS.
  4. Multidimensional extremal dependence coefficients. 2017. Ferreira, H.; Ferreira, M.. http://www.scopus.com/inward/record.url?eid=2-s2.0-85093001721&partnerID=MN8TOARS.