Marta Susana Ribeiro Ferreira

Marta Susana Ribeiro Ferreira

Assistant Professor

University of Minho

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

MSc degree in Probability and Statistics (2003) and PhD degree in Statistics (2008) from the University of Lisbon. Main research areas include Statistics of Extremes and Extreme Value Theory.

Publications

Estimating the extremal index through the tail dependence concept

Discussiones Mathematicae Probability and Statistics | 2015

DOI

Estimating the tail index: Another algorithmic method.

ProbStat Forum | 2015

Extremes of scale mixtures of multivariate time series

Journal of Multivariate Analysis | 2015

Helena Ferreira

DOI

An Analysis of a Heuristic Procedure to Evaluate Tail (in)dependence

Journal of Probability and Statistics | 2014

Sérgio Silva

DOI

Extremal behavior of pMAX processes

Statistics & Probability Letters | 2014

Helena Ferreira

DOI