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(Area)
Algebra and Computing
Applied and Numerical Analysis
Statistics and Stochastic Processes
Mathematical Modeling in Biomedicine
(Publication Type)
Papers in International Journals
Books
Papers or Chapters in Edited Books
Communications in Conference Proceedings
Thesis
Edition of Books
Papers in National Scientific Journals
(Member Type)
PhD Members
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Exclude submitted
Papers in International Journals
Morais, M. C.
;
Pacheco, António
(2006)
Combined CUSUM-Shewhart schemes for binomial data
Economic Quality Control: 21(1), 43-57.
Hall, Andreia;
Scotto, Manuel
(2006)
Extremes of periodic integer-valued sequences with exponential type tails
Revstat: 4, 249-273.
Pereira, L.;
Ferreira, Helena
(2006)
Limiting crossing probabilities of random fields
Journal of Applied Probability: 43(3), 884-891.
Kwiatkowska, M; Norman, G;
Pacheco, António
(2006)
Model Checking Expected Time and Expected Reward Formulae with Random Time Bounds
Computers & Mathematics with Applications: 51(2), 305-316.
Pereira, Isabel;
Scotto, Manuel
(2006)
On the non-negative first-order exponential bilinear time series model
Statistics & Probability Letters: 76, 931-938.
Morais, M. C.
; Okhrin, Y.;
Pacheco, António
; Schmid, W. (2006)
On the stochastic behaviour of the run length of EWMA control schemes for the mean of correlated output in the presence of shifts in sigma
Statistics & Decisions: 24, 1001-1018.
Antunes, Nelson
; C. Fricker; F. Guillemin; P. Robert (2006)
Perturbation analysis of a variable M/M/1 queue: A probabilistic approach
Advances in Applied Probability: 38(1), 263–283.
Kulikova, Maria
; Semoushin, I. V. (2006)
Score Evaluation Within the Extended Square-Root Information Filter
Lecture Notes in Computer Science: 3991, 473-481.
Ferreira, Helena
(2006)
The crossings index and the extremal index
Journal of Applied Probability: 43(4), 927-937.
Scotto, Manuel
(2005)
Extremes of a class of deterministic sub-sampled processes with applications to stochastic difference equations
Stochastic Processes and their Applications: 115, 417-434.
Scotto, Manuel
; Turkman, Kamil F. (2005)
Extremes of Volterra series expansions with heavy-tailed innovations
Nonlinear Analysis: Theory, Methods & Applications: 63, 106-122.
Antunes, Nelson
;
Nunes, Cláudia
;
Pacheco, António
(2005)
Functionals of Markovian Branching D-Bmaps
Stochastic Models: 21(2-3), 261-278.
Ferreira, Fátima
;
Pacheco, António
(2005)
Level crossing ordering of semi-Markov processes and Markov chains
Journal of Applied Probability: 42(4), 989-1002.
Ferreira, Fátima
;
Pacheco, António
(2005)
Level crossing ordering of skip-free to the right continuous time Markov chains.
Journal of Applied Probability: 42(1), 52-60.
Ferreira, Helena
; Graça, Temido (2005)
Maximum of a random number of variables attracted to a max-semistable distribution
Pub. Inst. Stat. Univ. Paris, XLIX: 1, 71-80.
Martins, Ana;
Ferreira, Helena
(2005)
Measuring the extremal dependence
Statistics & Probability Letters: 73(2), 99-103.
Santos-Pereira, Carla
;
Pires, Ana M.
(2005)
On optimal reject rules and ROC curves
Pattern Recognition Letters: 26(7), 943-952.
Kulikova, Maria
; Semoushin, I.V. (2005)
On the Evaluation of Log Likelihood Gradient for Gaussian Signals
International Journal of Applied Mathematics and Statistics: 3(5), 1–14.
Tobías, Aurelio;
Scotto, Manuel
(2005)
Prediction of extreme ozone levels in Barcelona, Spain
Environmental Monitoring & Assessment: 100, 23-32.
de Carvalho, Mamede;
Scotto, Manuel
; Lopes, Arminda; Swash, Michael (2005)
Quantitating progression in ALS
Neurology: 64, 1783-178.
Martins, A. P.;
Ferreira, Helena
(2005)
The multivariate extremal index and the dependence structure of a multivariate extreme value distribution
TEST: 14(2), 433-448.
Marques, C. M.; Carocha, V. J.; De Sa, A. R. Pereira;
Oliveira, M. Rosário
;
Pires, Ana M.
; Sederoff, R.; Borralho, N. M. G. (2005)
Verification of Qtl Linked Markers for Propagation Traits in Eucalyptus
Tree Genetics & Genomes: 1(3), 103-108.
Morais, M. C.
;
Pacheco, António
(2004)
A note on the ageing character of the run length of Markov-type quality control schemes
Journal of Applied Probability: 41(4), 1243-1247.
Guedes Soares, Carlos;
Scotto, Manuel
(2004)
Application of the r-largest order statistics for long-term predictions of significant wave height
Coastal Engineering: 51, 387-394.
Martins, A. P.;
Ferreira, Helena
(2004)
Extremes of periodic moving averages of random variables with regularly varying tail probabilities
Sort: 28(2), 111-230.
Nogueira, A.; Salvador, P.;
Valadas, Rui
;
Pacheco, António
(2004)
Fitting self-similar traffic by a superposition of MMPPs modeling the distribution at multiple time scales
IEICE Transactions on Communications: E87-B(3), 678-688.
Salvador, P..;
Pacheco, António
;
Valadas, Rui
(2004)
Modeling IP traffic: joint characterization of packet arrivals and packet arrivals using BMAPs
Computer Networks: 44(3), 335-352.
Salvador, P.; Nogueira, A.;
Valadas, Rui
;
Pacheco, António
(2004)
Multi-time-scale traffic modeling using Markovian and L-systems models
Lecture Notes in Computer Science: 3262, 297-306.
Hall, Andreia;
Scotto, Manuel
; Ferreira, Helena (2004)
On the extremal behaviour of generalised periodic sub-sampled moving average models with regularly varying tails
Extremes: 7, 149-160.
Hall, A.; Scotto, M.;
Ferreira, Helena
(2004)
On the extremal behaviour of generalised periodic sub-sampled moving averages with regularly varying tails
Extremes: 7(2), 149-160.
Martins, A.P.;
Ferreira, Helena
(2004)
The extremal index of sub-sampled processes
Journal of Statistical Planning and Inference: 124(1), 145–152.
Scotto, Manuel
(2003)
A note on the asymptotic distribution of the maxima in disaggregated time series models
Statistics & Probability Letters: 65, 127-137.
Mateus, P.;
Morais, M. C.
;
Nunes, Cláudia
;
Pacheco, António
; Sernadas, A.; Sernadas, C. (2003)
Categorical foundations for randomly timed automata
Theoretical Computer Science: 308(1-3), 393-427.
de Carvalho, Mamede;
Scotto, Manuel
; Lopes, Arminda; Swash, Michael (2003)
Clinical and neurophysiological evaluation of the clinical progression in amyotrophic lateral sclerosis
Muscle & Nerve: 28, 630-633.
Scotto, Manuel
; Ferreira, Helena (2003)
Extremes of deterministic sub-sampled moving averages with heavy-tailed innovation
Applied Stochastic Models in Business and Industry: 19, 303-313.
Ferreira, Helena
(2003)
Extremes of associated variables
Statistics & Probability Letters: 63(4), 333-338.
Scotto, Manuel;
Ferreira, Helena
(2003)
Extremes of deterministic sub-sampled moving averages with heavy-tailed innovations
Applied Stochastic Models in Business and Industry: 19(4), 303-313.
Scotto, Manuel
; Turkman, Kamil F.; Anderson, Clive W. (2003)
Extremes of some sub-sampled time series
Journal of Time Series Analysis: 24, 579-590.
Hall, Andreia;
Scotto, Manuel
(2003)
Extremes of sub-sampled integer-valued moving average models with heavy-tailed innovations
Statistics & Probability Letters: 63, 97-105.
Semoushin, I.V.; Tsyganova, J.V.;
Kulikova, Maria
(2003)
Fault Poin Detection with the Bank of Competitive Kalman Filters
Lecture Notes in Computer Science: 2658, 417-426.
Nogueira, A.; Salvador, P.;
Valadas, Rui
;
Pacheco, António
(2003)
Modeling network traffic with multifractal behavior
Telecommunication Systems: 24(2), 339-362.
Nogueira, A.; Salvador, P.;
Valadas, Rui
;
Pacheco, António
(2003)
Modeling self-similar traffic through Markov modulated Poisson processes over multiple time scales
Lecture Notes in Computer Science: 2720, 550-560.
Salvador, P.;
Valadas, Rui
;
Pacheco, António
(2003)
Multiscale fitting procedure using Markov modulated Poisson processes
Telecommunication Systems: 23(1), 123-148.
Kulikova, Maria
(2003)
On Effective Computation of the Logarithm of the Likelihood Ratio Function for Gaussian Signals
Lecture Notes in Computer Science: 2658, 427-435.
Ferreira, Helena
; Martins, A.P. (2003)
The extremal index of sub-sampled periodic sequences with strong local dependence
RevStat: 1, 15-24.
Antunes, Nelson
;
Pacheco, António
; Rocha, R. (2002)
A Markov renewal based model for wireless networks
Queueing Systems. Theory and Applications: 40, 247-281.
Antunes, Nelson
;
Pacheco, António
; Rocha, R. (2002)
An integrated traffic model for multimedia wireless networks
Computer Networks: 38(1), 25-41.
de Carvalho, Mamede;
Scotto, Manuel
; Lopes, Arminda; Swash, Michael (2002)
F-waves and the corticospinal lesion in amyotrophic lateral sclerosis
Amyotrophic Lateral Sclerosis: 3, 131-136.
Kwiatkowska, M.; Norman, G.;
Pacheco, António
(2002)
Model checking CSL Until Formulae with Random Time Bounds
Lecture Notes in Computer Science: 2399, 152-168.
Ferreira, Helena;
Scotto, Manuel
(2002)
On the asymptotic location of high values of a stationary sequence
Statistics & Probability Letters: 60, 475-482.
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CEMAT
- Center for Computational and Stochastic Mathematics
Instituto Superior Têcnico
Faculdade de Ciências
Universidade de Lisboa