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Papers in International Journals

Ramos, Patrícia F.; Morais, M. C. ; Pacheco, António; Schmid, W. (2016) On the misleading signals in simultaneous schemes for the mean vector and covariance matrix of multivariate i.i.d. output. Statistical Papers: 57, 471-498.
Helgason, H. ; Kechagias, S. ; Pipiras, Vladas (2016) Convex optimization and feasible circulant matrix embeddings in synthesis of stationary Gaussian fields. Journal of Computational and Graphical Statistics: 25(4), 1158–1175.
Kulikova, Maria; Tsyganova, J.V. (2016) A unified square-root approach for the score and Fisher information matrix computation in linear dynamic systems. Mathematics and Computers in Simulation : 119, 128-141.
Antunes, Nelson; Pipiras, Vladas (2016) Estimation of Flow Distributions from Sampled Traffic. ACM Transactions on Modeling and Performance Evaluation of Computing Systems: 1(3): Article 11, 28.
Morais, M. C. ; Pacheco, António (2016) On hitting times for Markov time series of counts with applications to quality control. REVSTAT: 14, 455-479.
Fonseca, C.; Ferreira, Helena; Pereira , L.; Martins, A.P. (2015) Stability and contagion measures for spatial extreme value analyses. Kybernetica, (in press).
Ferreira, Ana; de Haan, Laurens (2015) On the block maxima method in extreme value theory: PWM estimators. Annals of Statististics: 43, 276-298.
Kulikova, Maria; Tsyganova, J. (2015) Constructing numerically stable Kalman filter-based algorithms for gradient-based adaptive filtering. International Journal of Adaptive Control and Signal Processing: 29(11), 1411-1426.
Scotto, Manuel; Christian H. Weiss; Sónia Gouveia (2015) Thinning-based models in the analysis of integer-valued time series: a review. Statistical Modelling: 15, 590-618.
Ferreira, Helena; Ferreira, Marta (2015) Extremes of scale mixtures of multivariate time series. Journal of Multivariate Analysis: 137, 82–99.
Fonseca, C. ; Martins, A.P.; Pereira, L.; Ferreira, Helena (2015) Dependence matrices for spatial extreme events. Communications in Statistics - Theory and Methods, (in press).
Gouveia, Sónia; Scotto, Manuel; Monteiro, Alexandra; Alonso, Andrés M.  (2015) Wavelets-based clustering of air quality monitoring sites.. Environmental Monitoring and Assessment: 187:694, 1-14.
Avelino, Catarina P.; Santos, A. F. (2015) Right triangular dihedral f-tilings of the sphere: (alpha,beta,pi/2) and (gamma,gamma,pi/2). Ars Combinatoria: 121, 227-274.
Samanta, S.K.; Chaudhry, M.L.; Pacheco, António (2015) Analysis of BMAP/MSP/1 queue. Methodology in Computing and Applied Probability, (in press).
Kulikova, Maria; Tsyganova, J.V. (2015) Differentiating matrix orthogonal transformations. Computational Mathematics and Mathematical Physics: 55(9), 1460-1473.
Morais, M. C. ; Okhrin, Y.; Schmid, W. (2015) Quality surveillance with EWMA control charts based on exact control limits. Statistical Papers: 56, 863-885.
Ralha, T.; Morais, M. C. ; Oliveira, M. Rosário (2015) On valid signals in joint schemes for the process mean and variance. Economic Quality Control: volume 30, issue 2, 99-110.
Ferreira, Ana (2015) Spatial aggregation and high quantile estimation applied to extreme precipitation. Statistics and Its Interface (SII): 8.1, 33-43.
Hagspiel, V.; Huisman, K.. J. M.; Nunes, Cláudia (2015) Optimal technology adoption when the arrival rate of new technologies changes . European Journal of Operational Research: 243(3), 897–911.
Ferreira, Marta (2015) Estimating the extremal index through the tail dependence concept. Discussiones Mathematicae Probability and Statistics: 35(1-2), 61–74.
Samanta, S.K.; Chaudhry, M.L.; Pacheco, António; Gupta, U.C. (2015) Analytic and computational analysis of the discrete-time GI/D-MSP/1 queue using roots. Computers & Operations Research: 56, 33–40.
Gouveia, Sónia ; Scotto, Manuel; Pinna, Gian Domenico; Maestri, Roberto; La Rovere, Maria Teresa ; Ferreira, Paulo J.S.G.  (2015) Spontaneous baroreflex sensitivity for risk stratification of heart failure patients: optimal cutoff and age effects.. Clinical Science: 129, 1163-1172.
Antunes, Nelson; Jacinto, G.; Pacheco, António (2015) Hop Count Distributions of the Furthest and Nearest Distance Routing Protocols in Mobile Ad Hoc Networks. SIAM Journal on Applied Mathematics: 75(2), 335–349.
Harvey, D. ; Kitching, T. D.; Noah-Vanhoucke, J.; Hamner, B.; Salimans, T.; Pires, Ana M. (2014) Observing Dark Worlds: A crowdsourcing experiment for dark matter mapping. Astronomy and Computing: 5, 35–44.
Ferreira, Helena; Ferreira, Marta (2014) Extremal behavior of pMAX processes. Statistics & Probability Letters: 93, 46-57.
Macedo, Pedro; Silva, Elvira; Scotto, Manuel (2014) Technical efficiency with state-contingent production frontiers using maximum entropy estimators. Journal of Productivity Analysis : 41, 131-140.
Bianco, Ana M.; Boente, Graciela; Rodrigues, Isabel M. (2014) Conditional tests for elliptical symmetry using robust estimators. , (submitted).
Ribeiro, Andreia; Barbosa, Susana M. ; Scotto, Manuel; Donner, Reik V.  (2014) Changes in extreme sea-levels in the Baltic sea. Tellus A: Dynamic Meteorology and Oceanography: 66, 20921.
Amado, Conceição; Bianco, Ana M.; Boente, Graciela; Pires, Ana M. (2014) Robust Bootstrap: An Alternative to Bootstrapping Robust Estimators. REVSTAT – Statistical Journal: 12(2), 169-197.
Sousa, R. G.; Nunes, A.; Meira, T.; Carreira, O.; Pires, Ana M.; Freitas, J.  (2014) Colonoscopy and carcinoembryonic antigen variations. Arquivos de Gastroenterologia: 51(1), 69-72.
Ferreira, Marta; Silva, Sérgio  (2014) An analysis of a heuristic procedure to evaluate tail (in)dependence. Journal of Probability and Statistics: 2014, Article ID 913621.
Lourenço, Vanda; Pires, Ana M. (2014) M-regression, false discovery rates and outlier detection with application to genetic association studies. Computational Statistics and Data Analysis: 78, 33-42.
Scotto, Manuel; Gouveia, Sónia ; Carvalho, Anabela; Monteiro, Alexandra; Martins, Vera; Flannigan, Mike D.; San-Miguel-Ayanz, Jesus; Miranda, Ana Isabel; Borrego, Carlos  (2014) Area burned in Portugal over recent decades: an extreme value analysis. International Journal of Wildland Fire: 23, 812-824.
Branco, Luis Pinheiro ; Gomes, António Topa ; Cardoso, António Silva ; Santos-Pereira, Carla  (2014) Natural Variability of Shear Strength in a Granite Residual Soil from Porto. Geotechnical and Geological Engineering: 32(4), 911-922.
Viseu, C. ; Pereira, L. ; Martins, A. P.; Ferreira, Helena (2014) On the multivariate upcrossings index. Communications in Statistics - Theory and Methods: 43(6).
Scotto, Manuel; Weiss, Christian H.; Silva, Maria Eduarda; Pereira, Isabel (2014) Bivariate binomial autoregressive models.  Journal of Multivariate Analysis: 125, 233-251.
Macedo, Pedro; Scotto, Manuel (2014) Cross-entropy estimation in technical efficiency analysis.. Journal of Mathematical Economics: 54, 124–130.
Goncalves, Luzia; Subtil, Ana; Oliveira, M. Rosário; Bermudez, Patricia De Zea (2014) Roc Curve Estimation: An Overview. REVSTAT – Statistical Journal: 12(1), 1-20.
Teixeira, C.; Avelino, Catarina P.; Ferreira, Fátima; Bentes, I. (2014) Statistical analysis in MSW collection performance assessment. Waste Management: 34, 1584-1594.
Kulikova, Maria; Tsyganova, Yu. V. (2014) A general approach to constructing parameter identification algorithms in the class of square-root filters with orthogonal and J-orthogonal tranformations. Automation and Remote Control: 75(8), 1402-1419.
Morais, M. C. ; Ramos, Patrícia F.; Pacheco, António; Schmid, W. (2014) On the impact of falsely assuming i.i.d. output in the probability of misleading signals. REVSTAT – Statistical Journal: 12(3), 221-245.
Azevedo-Pereira, Jose; Couto, Gualter; Nunes, Cláudia (2013) Some Results on Relocation Policies. European Journal of Finance: 19(7-8), 779-790.
Sebastião, J.R.; Martins, A.P.; Pereira, L.; Ferreira, Helena (2013) Estimating the upcrossings index. TEST: 22(4), 549-579.
Ferreira, Marta (2013) Extremal (in)dependence of a maximum autoregressive process. Discussiones Mathematicae. Probability and Statistics: 33(1-2), 47-64.
Martins, Andre; Leitao, Joao Paulo; Amado, Conceição (2013) Comparative Study of Three Stochastic Models for Prediction of Pipe Failures in Water Supply Systems. Journal of Infrastructure Systems: 19(4), 442-450.
Ramos, Patrícia F.; Morais, M. C. ; Pacheco, António; Schmid, Wolfgang (2013) Stochastic ordering in the qualitative assessment of the performance of simultaneous schemes for bivariate processes. Sequential Analysis-Design Methods and Applications: 32(2), 214-229.
Ferreira, Marta (2013) Nonparametric estimation of the tail-dependence coefficient. REVSTAT – Statistical Journal: 11(1), 1-16.
Avelino, Catarina P.; Santos, Altino F. (2013) Right triangular spherical dihedral f--tilings with two pairs of congruent sides. Applied Mathematics & Information Sciences: 7(3), 889-907.
Carmona, René; Coulon, Michael; Schwarz, Daniel (2013) Electricity Price Modeling and Asset Valuation: a Multi-Fuel Structural Approach. Mathematics and Financial Economics: 7(2), 167-202.
Reis, P.; Canto e Castro, L.; Dias, Sandra; Gomes, M. I. (2013) Penultimate Approximations in Statistics of Extremes and Reliability of Large Coherent Systems. Methodology and Computing in Applied Probability.
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