Papers in International Journals

• Martins, A.P.; Ferreira, Helena; Ferreira, Marta (2022)  A new random field on lattices . Statistics & Probability Letters: 186, 109478.

• Ferreira, Helena; Ferreira, Marta (2022)  The stopped clock model . Dependence Modeling: 10(1), 48-57.

• Ferreira, Helena; Ferreira, Marta (2021)  Tail dependence and smoothness of time series . TEST: 30, 198–210.

• Ferreira, Helena; Ferreira, Marta (2020)  Multivariate medial correlation with applications . Depend. Model.: 8, 361–372.

• Ferreira, Marta; Ferreira, Helena (2020)  Tail Dependence Under Sample Failures . Theory Probab. Appl.: 64(4), 636-645.

• Ferreira, Helena; Ferreira, Marta (2020)  Dissecting the multivariate extremal index and tail dependence . RevStat: 18(4), 501-520.

• Ferreira, Helena; Ferreira, Marta (2019)  Asymptotic dependence of bivariate maxima . Communications in Statistics - Theory and Methods: 48(13), 3269-3279.

• Ferreira, Helena; Ferreira, Marta (2018)  Estimating the extremal index through local dependence . Annales de l’Institut Henri Poincaré - Probabilités et Statistiques: 54(2), 587–605.

• Ferreira, Helena; Ferreira, Marta (2018)  Multidimensional extremal dependence coefficients . Statistics & Probability Letters: 133, 1-8.

• Fonseca, C.; Ferreira, Helena; Pereira , L.; Martins, A.P. (2015)  Stability and contagion measures for spatial extreme value analyses . Kybernetica, (in press).

• 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).

• Ferreira, Helena; Ferreira, Marta (2014)  Extremal behavior of pMAX processes . Statistics & Probability Letters: 93, 46-57.

• Viseu, C. ; Pereira, L. ; Martins, A. P.; Ferreira, Helena (2014)  On the multivariate upcrossings index . Communications in Statistics - Theory and Methods: 43(6).

• Ferreira, Marta; Ferreira, Helena (2013)  Extremes of multivariate ARMAX processes . TEST: 22(4), 606-627.

• Sebastião, J.R.; Martins, A.P.; Pereira, L.; Ferreira, Helena (2013)  Estimating the upcrossings index . TEST: 22(4), 549-579.

• Ferreira, Helena (2013)  The multivariate extremal index and the tail dependence . International Center for Mathematics Bulletin: 33, 9-13.

• Ferreira, Helena; Ferreira, Marta (2012)  Fragility Index of block tailed vectors . Journal of Statistical Planning and Inference: 142(7), 1837-1848.

• Ferreira, Helena (2012)  Multivariate maxima of moving multivariate maxima . Statistics & Probability Letters: 82(8), 1489-1496.

• Ferreira, Marta; Ferreira, Helena (2012)  On extremal dependence: some contributions . TEST: 21(3), 566-583.

• Ferreira, Helena; Ferreira, Marta (2012)  On extremal dependence of block vectors . Kybernetika: 48(5), 988-1006.

• Ferreira, Helena; Ferreira, Marta (2012)  Tail dependence between order statistics . Journal of Multivariate Analysis: 105(1), 176-192.

• Ferreira, Helena; Pereira, L. (2012)  Point processes of exceedances by random fields . Journal of Statistical Planning and Inference: 142(3), 773-779.

• Ferreira, Helena (2011)  Dependence between two multivariate extremes . Statistics and Probability Letters: 81(5), 586-591.

• Ferreira, Helena; Pereira, L. (2011)  Generalized Logistic Models and its orthant tail dependence . Kybernetica: 47(5), 732-739.

• Sebastião, J. R. ; Martins, Ana; Pereira, Luísa ; Ferreira, Helena (2010)  Clustering of upcrossings of high values . Journal of Statistical Planning and Inference: 140(4), 1003-1012.

• Martins, Ana; Ferreira, Helena; Pereira, Luisa (2008)  ultidimensional outlier-proneness of dependent data and the extremal index . Statistical Methodolog: 5(1), 72-82.

• Ferreira, Helena; Pereira, Luísa (2008)  How to compute the extremal index of stationary random fields . Statistics & Probability Letters: 78(11), 1301–1304.

• Ferreira, Helena (2006)  The crossings index and the extremal index . Journal of Applied Probability: 43(4), 927-937.

• Ferreira, Helena (2006)  A new model for time series dependence and the extremal index of higher-order Markov chains . RevStat: 4(2), 143-151.

• Pereira, L.; Ferreira, Helena (2006)  Limiting crossing probabilities of random fields . Journal of Applied Probability: 43(3), 884-891.

• 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.

• 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.

• Martins, A.P.; Ferreira, Helena (2004)  The extremal index of sub-sampled processes . Journal of Statistical Planning and Inference: 124(1), 145–152.

• 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)  Extremes of periodic moving averages of random variables with regularly varying tail probabilities . Sort: 28(2), 111-230.

• 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.

• Ferreira, Helena; Martins, A.P. (2003)  The extremal index of sub-sampled periodic sequences with strong local dependence . RevStat: 1, 15-24.

• Ferreira, Helena (2003)  Extremes of associated variables . Statistics & Probability Letters: 63(4), 333-338.

• Pereira, L.; Ferreira, Helena (2002)  The Asymptotic Locations of the Maximum and Minimum of Stationary Sequences . Journal of Statistical Planning and Inference: 104(2), 287-295.

• Ferreira, Helena; Scotto, M. (2002)  On the asymptotic location of high values of a stationary sequence . Statistics & Probability Letters: 60(4), 475-482.

• Pereira, L.; Ferreira, Helena (2001)  Limit distribution for point processes of high local maxima . Journal of Statistical Planning and Inference: 97(1), 227-233.

• Ferreira, Helena (2000)  A note on extremes of concomitants of order statistics . Extremes: 3(4), 385-392.

• Ferreira, Helena (1999)  Limit distributions for point processes of exceedances of random levels . Test: 8(1), 191-200.

• Ferreira, Helena (1998)  Doubly stochastic compound Poisson processes in extreme value theory . Portugaliae Mathematica: 55(4), 465-474.

• Ferreira, Helena (1996)  Extremal behaviour of stationary sequences under local restrictions on upcrossings . Pub. Inst. Stat. Univ. Paris, XXXX: 1, 57-75.

• Ferreira, Helena (1995)  Extremes of a random number of variables from periodic sequences . Journal of Statistical Planning and Inference: 45(1-2), 133–141.

• Ferreira, Helena (1994)  Multivariate extreme values in T-periodic random sequences under mild oscillation restrictions . Stochastic Processes and their Applications: 49(1), 111–125.

• Ferreira, Helena (1993)  Joint exceedances of high levels under a local dependence condition . Journal of Applied Probability: 30(1), 112-120.

Papers or Chapters in Edited Books

• Viseu, C. ; Pereira, L.; Martins, A. P.; Ferreira, Helena (2013)  Dependence of multivariate extremes . Advances in Regression, Survival Analysis, Extreme Values, Markov Processes and Other Statistical Applications, Studies in Theoretical and Applied Statistics, Springer Berlin Heidelberg, 463-471.

• Viseu, C.; Pereira, L.; Martins, A.P; Ferreira, Helena (2009)  O índice de cruzamentos multivariado . Atas do XVI Congresso Anual da Sociedade Portuguesa de Estatística, 699-710.

• Viseu, C.; Pereira, L.; Martins, A.P.; Ferreira, Helena (2009)  O índice extremal multivariado como função de índices extremais multivariados . Atas do XVI Congresso Anual da Sociedade Portuguesa de Estatística, 711-720.

• Ferreira, Helena; Martins, A.; Pereira, L. (2006)  Velocidade de convergência do máximo em esquemas de dependência . Atas do XIII Congresso Anual da Sociedade Portuguesa de Estatística, 353-364.

• Martins, A. ; Pereira, L.; Ferreira, Helena (2004)  Localizações do máximo e do mínimo em sucessões com índices extremais . Atas do XI Congresso Anual da Sociedade Portuguesa de Estatística, 431-438.

• Martins, A.; Ferreira, Helena; Pereira, L. (2004)  Dependência na cauda entre as margens de uma distribuição multivariada de extremos . Atas do XI Congresso Anual da Sociedade Portuguesa de Estatística, 421-429.

• Pereira, L.; Ferreira, Helena (2002)  Número de ocorrências numa mistura de acontecimentos raros . Atas do VII Congresso Anual da Sociedade Portuguesa de Estatística, 333-343.

• Pereira, L.; Ferreira, Helena (2002)  Comportamento extremal em modelos mistura . Atas do VII Congresso Anual da Sociedade Portuguesa de Estatística, 345-355.

• Pereira, L.; Ferreira, Helena (2001)  Distribuição conjunta de dois extremos . Atas do VII Congresso Anual da Sociedade Portuguesa de Estatística, 186-200.

Communications in Conference Proceedings

• Fonseca, C.; Ferreira, Helena; Pereira, L.; Martins, A.P. (2012)  Stability and contagion measures for spatial extreme value analysis . Proceedings of the VI International Workshop on Spatio-Temporal Modelling (METMAV).

• Fonseca, C. ; Pereira, L.; Ferreira, Helena; Martins, A.P. (2011)  Generalized madogram and pairwise dependence of maxima over two disjoint regions of a random field . Proceedings of the 58th Session of the ISI.

• Ferreira, Helena; Pereira, L. (2011)  Generalized Logistic Models and its orthant tail dependence . Proceedings of the 58th Session of the ISI.

• Fonseca, C.; Martins, A.P.; Pereira, L.; Ferreira, Helena (2010)  Measuring dependence of a space-time ARMAX storage model . Proceedings of the V International Workshop on Spatio-Temporal Modelling (METMAV).

• Ferreira, Ana; Ferreira, Helena (2007)  Estimation of the extremal index for stationary sequences under a specified stability condition . ISI 2007 Book of Abstracts.

• Pereira, L.; Ferreira, Helena (2005)  Extremes of quasi-independent random fields and clustering of high values . Proceedings of 8th WSEAS International Conference on Apllied Mathematics, 104-109.