Papers in International Journals

• Baek, Changryong; Pipiras, Vladas (2010) Estimation of Parameters in Heavy-Tailed Distribution When Its Second Order Tail Parameter is Known Journal of Statistical Planning and Inference: 140(7), 1957-1967.

• Ferreira, Marta (2010) Estimation of the parameter of a pARMAX model REVSTAT – Statistical Journal: 8(2), 139–149.

• Hall, Andreia; Scotto, Manuel; Cruz, João  (2010) Extremes of integer-valued moving average sequences Test: 19, 359-374.

• Barczy, Mátyás ; Ispány, Márton ; Pap, Gyula ; Scotto, Manuel; Silva, Maria Eduarda (2010) Innovational outliers in INAR(1) models Communications in Statistics - Theory and Methods: 39, 3343-3362.

• Monteiro, Magda; Scotto, Manuel; Pereira, Isabel (2010) Integer-valued autoregressive processes with periodic structure Journal of Statistical Planning and Inference: 140, 1529-1541.

• Ferreira, Marta; Canto e Castro, L. (2010) Modeling rare events through a pRARMAX process Journal of Statistical Planning and Inference: 140(11), 3552-3566.

• Nogueira, Antonio; Salvador, Paulo; Valadas, Rui; Pacheco, António (2010) Modeling Self-Similar Traffic Over Multiple Time Scales Based on Hierarchical Markovian and L-System Models Computer Communications: 33, S3-S10.

• Macedo, Pedro; Scotto, Manuel; Silva, Elvira (2010) On the choice of the ridge parameter: a maximum entropy approach Communications in Statistics - Simulation and Computation: 39, 1628-1638.

• Costa, Conceição; Scotto, Manuel; Pereira, Isabel (2010) Optimal alarm systems for FIAPARCH processes Revstat: 8, 37-55.

• Azevedo-Pereira, J.; Couto, G.; Nunes, Cláudia (2010) Optimal timing of relocation International Journal of Managerial Finance: 6(2), 143-163.

• Pires, Ana M.; Branco, João A. (2010) Projection-pursuit approach to robust linear discriminant analysis Journal of Multivariate Analysis: 101(10), 2464-2485.

• Pipiras, Vladas; Taqqu, Murad S. (2010) Regularization and Integral Representations of Hermite Processes Statistics & Probability Letters: 80(23-24), 2014-2023.

• Canto e Castro, Luisa; Dias, Sandra (2009) Asymptotic Distribution of Certain Statistics Relevant to the Fitting of Max-Semistable Models Portugaliae Mathematica: 66(3), 401-412.

• Kulikova, Maria (2009) Likelihood Gradient Evaluation Using Square-Root Covariance Filters IEEE Transactions on Automatic Control: 54(3), 646-651.

• Baek, C. ; Pipiras, Vladas (2009) Long range dependence, unbalanced Haar wavelet transformation and changes in mean level International Journal of Wavelets, Multiresolution and Information Processing: 7, 23-58.

• Kulikova, Maria (2009) Maximum likelihood estimation via the extended covariance and combined square-root filters Mathematics and Computers in Simulation: 79, 1641-1657.

• Knoth, Sven; Morais, M. C. ; Pacheco, António; Schmid, Wolfgang (2009) Misleading signals in simultaneous residual schemes for the mean and variance of a stationary process Communications in Statistics-Theory and Methods: 38(16-17), 2923-2943.

• Scotto, Manuel; Barbosa, Susana M. ; Alonso, Andrés M. (2009) Model-based clustering of Baltic sea-level Applied Ocean Research: 31, 4-11.

• Abry, P.; Chainais, P.; Coutin, L. ; Pipiras, Vladas (2009) Multifractal random walks as fractional Wiener integrals IEEE Transactions on Information Theory: 55(8), 3825-3846.

• Kulikova, Maria (2009) On scalarized calculation of the likelihood function in array square-root filtering algorithms Automation and Remote Control: 70(5), 855-871.

• Oliveira, M. Rosário; Pacheco, António; Pascoal, C.; Valadas, Rui; Salvador, P. (2009) On the dependencies between Internet flow characteristics Lecture Notes in Computer Science: 5464, 68-80.

• Boente, Graciela; Pires, Ana M.; Rodrigues, Isabel M. (2009) Robust Tests for the Common Principal Components Model Journal of Statistical Planning and Inference: 139(4), 1332-1347.

• Baek, C.; Pipiras, Vladas; Wendt, H.; Abry, P. (2009) Second order properties of distribution tails and estimation of tail exponents in random difference equations Extremes: 12, 361-400.

• Canto e Castro, Luisa; Dias, Sandra; Temido, Maria da Graça (2009) Tail inference for a law in a max-semistable domain of attraction Pliska Studia Mathematica Bulgarica: 19, 83-96.

• Estepa, A.; Estepa, R.; Pacheco, António (2008) Accurate resource estimation for generalized VoIP sources Telecommunication Systems: 39(1), 37-50.

• Ferreira, Fátima; Pacheco, António (2008) Analysis of GI^X/M(n)//N systems with stochastic customer acceptance policy Queueing Systems: 58(1), 29-55.

• Pacheco, António; Ribeiro, Helena (2008) Consecutive customer losses in oscillating GI^(X)/M//n systems with state dependent services rates Annals of Operations Research: 162(1), 143-158.

• Pacheco, António; Ribeiro, Helena (2008) Consecutive customer losses in regular and oscillating M^X/G/1/n systems Queueing Systems. Theory and Applications.: 58(2), 121-136.

• Boente, Graciela; Pires, Ana M.; Rodrigues, Isabel M. (2008) Estimators for the Common Principal Components Model Based on Reweighting: Influence Functions and Monte Carlo Study Metrika: 67(2), 189-218.

• Morais, M. C. ; Okhrin, Y.; Pacheco, António; Schmid, W. (2008) EWMA charts for multivariate output: some stochastic ordering results Communications in Statistics - Theory and Methods: 37(16), 2653-2663.

• Didier, G.; Pipiras, Vladas (2008) Gaussian stationary processes: adaptive wavelet decompositions, discrete approximations and their convergence Journal of Fourier Analysis and Applications: 14, 203-234.

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

• Pipiras, Vladas; Taqqu, M.S. (2008) Identification of periodic and cyclic fractional stable motions Annales de L'Institute Henry Poincare: 44, 612-637.

• Pires, Ana M.; Amado, Conceição (2008) Interval Estimators for a Binomial Proportion: Comparison of Twenty Methods Revstat-Statistical Journal: 6(2), 165-197.

• Pacheco, António; Ribeiro, Helena (2008) Moments of the duration of busy periods of M^X/G/1/n systems Probability in the Engineering and Informational Sciences: 22(3), 347-354.

• Conceição, Isabel M.; Castro, José M.; Scotto, Manuel; de Carvalho, Mamede (2008) Neurophysiological markers in familial amyloid polyneuropathy patients: early changes Clinical Neurophysiology: 119, 1082-1087.

• Hall, Andreia; Scotto, Manuel (2008) On the extremes of randomly sub-sampled time series Revstat: 6, 151-164.

• Antunes, Nelson; Jacinto, G.; Pacheco, António (2008) On the Minimum Hop Count and Connectivity in One-Dimensional ad Hoc Wireless Networks Telecommunication Systems: 39(2), 137-143.

• Monteiro, Magda; Pereira, Isabel; Scotto, Manuel (2008) Optimal alarm systems for count processes Communications in Statistics - Theory and Methods: 37, 3054-3076.

• Finamore, Anna; Fortes, José Mauro P. (2008) Protection of FS receivers from the interference produced by HEO FSS satellites in the 18GHz band: Effect of the roll-off characteristics of the HEO system satellite antenna beams International Journal of Satellite Communications and Networking: 26(3), 211–230.

• Bianco, Ana M.; Boente, Graciela; Pires, Ana M.; Rodrigues, Isabel M. (2008) Robust Discrimination Under a Hierarchy on the Scatter Matrices Journal of Multivariate Analysis: 99(6), 1332-1357.

• Pipiras, Vladas; Taqqu, M. S. (2008) Small and large scale asymptotics of some Levy stochastic integrals Methodology and Computing in Applied Probability: 10, 299-314.

• Antunes, Nelson; Fricker, C. ; Robert, P.; Tibi, D. (2008) Stochastic networks with multiple stable points Annals of Probability: 36(1), 255-278.

• Ferreira, Marta; Canto e Castro, Luísa (2008) Tail and dependence behaviour of levels that persist for a fixed period of time Extremes: 11(2), 113-133.

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

• Scotto, Manuel; Guedes Soares, Carlos (2007) Bayesian inference for long-term prediction of significant wave height Coastal Engineering: 54, 393-400.

• de Carvalho, Mamede; Scotto, Manuel; Swash, Michael (2007) Clinical patterns in progressive muscular atrophy (PMA): a prospective study Amyotrophic Lateral Sclerosis: 8, 296-299.

• Oliveira, M. Rosário; Valadas, Rui; Pacheco, António; Salvador, P. (2007) Cluster analysis of Internet users based on hourly traffic utilization IEICE Transactions on Communications: E90-B(7), 1594-1607.

• Todorov, Valentin; Pires, Ana M. (2007) Comparative Performance of Several Robust Linear Discriminant Analysis Methods Revstat-Statistical Journal: 5(1), 63-83.

• Ferreira, Fátima; Pacheco, António (2007) Comparison of Level-Crossing Times for Markov and Semi-Markov Processes Statistics & Probability Letters: 77(2), 151-157.