Members > Faculty Members

Ana Ferreira

Institutional Address

Instituto Superior Técnico (IST)
Av. Rovisco Pais 1
1049-001 LISBOA


Phone: | Email: anafh@tecnico.ulisboa.pt | Web: cemat.ist.utl.pt/web/member.php?member_id=179

Position

Assistant Professor, Instituto Superior Técnico, Universidade de Lisboa

Area

Statistics and Stochastic Processes

Principal Area

Extreme Value Theory

Other Area

Applications of EVT, statistics, estimation and stochastic processes

Qualifications

  • Graduation: 1993, Applied Mathematics and Computation, Instituto Superior Tecnico (IST)
  • MSc: 1997, Probability and Statistics, Faculty of Sciences from the University of Lisbon (FCUL)
  • PhD: 2002, Mathematics, Tilburg University in collaboration with EURANDOM, Eindhoven Technical University, The Netherlands.
  • Habilitation: 2016 in Probability and Statistics, Faculty of Sciences from the University of Lisbon (FCUL).

Publications

Papers in International Journals

Ferreira, Ana; de Haan, Laurens (2015) On the block maxima method in extreme value theory: PWM estimators. Annals of Statististics: 43, 276-298.
Ferreira, Ana (2015) Spatial aggregation and high quantile estimation applied to extreme precipitation. Statistics and Its Interface (SII): 8.1, 33-43.
Ferreira, Ana; de Haan, Laurens (2014) The generalized Pareto process; with a view towards application and simulation. Bernoulli: 20, 1717-1737.
Ferreira, Ana; de Haan, Laurens; Zhou, Chen (2012) Exceedance probability of the integral of a stochastic process. Journal of Multivariate Analysis: 105, 241-257.
Drees, Holger; Ferreira, Ana; de Haan, Laurens (2004) On maximum likelihood estimation of the extreme value index. Annals of Applied Probability: 14, 1179-1201.
Draisma, Gerrit; Drees, Holger; Ferreira, Ana; de Haan, Laurens (2004) Bivariate tail estimation: dependence in asymptotic independence. Bernoulli: 10, 251-280.
Ferreira, Ana; de Haan, Laurens; Peng, Liang (2003) On optimizing the estimation of high quantiles of a probability distribution. Statistics: 37, 401-434.
Ferreira, Ana (2002) Optimal asymptotic estimation of small excedance probabilities. J. Statist. Plann. Inference: 104, 83-102.
Guedes Soares, Carlos; Ferreira, Ana (1996) Representation of Non-Stationary Time Series of Significant Wave Height With Autoregressive Models. Probabilistic Engineering Mechanics: 11, 139-148.
Guedes Soares, Carlos; Ferreira, Ana; Cunha, Carla (1996) Linear Models of the Time Series of Significant Wave Height in the Southwest Coast of Portugal. Coastal Engineering: 29, 149-167.

Books

de Haan, Laurens; Ferreira, Ana (2006) Extreme Value Theory: An Introduction. Springer, Boston.

Papers or Chapters in Edited Books

Ferreira, Ana (2008) Extreme Values in Reliability. Encyclopedia of Quantitative Risk Assessment and Analysis: John Wiley \& Sons.
Ferreira, Ana (1997) Extreme Sea Level in Venice. Extreme Value Analysis with XTREMES: Birkhäuser Verlag, Basel.

Communications in Conference Proceedings

Ferreira, Ana; Cardoso, R.M.; Soares, P.M.M.; Belo-Pereira, M. (2013) Estimation of extreme events from spatial rainfall data.. 59th ISI World Statistics Congress.
Ferreira, Ana (2012) Properties of the areal coefficient.. METMAVI Book of Proceedings.
Ferreira, Ana (2010) Spatial Extremes and High Quantile Estimation of Aggregated Rainfall.. 45th Scientific Meeting of the Italian Statistical Society.
Ferreira, Ana; Ferreira, Helena (2007) Estimation of the extremal index for stationary sequences under a specified stability condition. ISI 2007 Book of Abstracts.
Ferreira, Ana; de Haan, Laurens (2005) Estima\c{c}\~ao da probabilidade de ocorrência de um conjunto extremo. Actas do XII Congresso da Sociedade Portuguesa de Estatística.
Ferreira, Ana (1998) XTREMES: Exemplos de Aplicação. Actas do V Congresso Anual da Sociedade Portuguesa de Estatística.
Guedes Soares, Carlos; Ferreira, Ana (1994) Analysis of the Seasonality in Non-Stationary Stochastic Models of Significant Wave Height. Second International Conference on Computational Stochastic Mechanics.
Ferreira, Ana; Amaral, João; Guedes Soares, Carlos (1994) Aplicação de um Modelo Autoregressivo de Médias Móveis a Séries Temporais da Altura Significativa de Onda. Actas do II Congresso Anual da SPE.
Guedes Soares, Carlos; Ferreira, Ana; Cunha, Carla (1994) Autoregressive Model for the Long-Term Series of Significant Wave Height in the Portuguese Coast. French-Portuguese Seminar on Modelling in Maritime Hydraulics: Modelling of Coastal and Estuarine Processes.

Papers in National Scientific Journals

Ferreira, Ana; de Haan, Laurens (2010) Processos Max-Estáveis: Uma Caracterização Simples e Exemplos.  Boletim da Sociedade Portuguesa de Estatística.

Other Information

I am also member of CEAUL (Center for Statistics and applications from University of Lisbon, http://www.ceaul.fc.ul.pt/).

ORCID ID: 0000-0002-9597-6385

SCOPUS Author ID: 50062379800