MF

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

On the extremal behavior of a pareto process: An alternative for armax modeling

Kybernetika | 2012

Parameter estimation and dependence characterization of the MAR(1) process

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