Papers in International Journals

• 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.

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

• Scotto, Manuel; Turkman, Kamil F. (2002) On the extremal behavior of sub-sampled solutions of stochastic difference equations Portugaliae Mathematica: 59, 267-283.

• 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.

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

• Guedes Soares, Carlos; Scotto, Manuel (2001) Modelling uncertainty in long-term predictions of significant wave height Ocean Engineering: 28, 329-342.

• Mateus, P. ; Pacheco, António; Pinto, J. Pinto; Sernadas, A.; Sernadas, C. (2001) Probabilistic situation calculus Annals of Mathematics and Artificial Intelligence: 32(1/4), 393-43.

• de Carvalho, Mamede; Lopes, Arminda; Scotto, Manuel; Swash, Michael (2001) Reproducibility of neurophysiological and myometric measurement in the ulnar nerve-abductor digiti minimi system Muscle & Nerve: 24, 1391-1395.

• Morais, M. C. ; Pacheco, António (2001) Some stochastic properties of upper one-sided X-bar and EWMA charts for mu in the presence of shifts in sigma Sequential Analysis-Design Methods and Applications: 20, 1-12.

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

• Scotto, Manuel; Guedes Soares, Carlos (2000) Modelling the long-term time series of significant wave height with non-linear threshold models Coastal Engineering: 40, 313-327.

• Morais, M. C. ; Pacheco, António (2000) On the performance of combined EWMA schemes for mu and sigma: a Markovian approach Communications in Statistics - Simulation and Computation: 29(1), 153-174.

• Antunes, Nelson; Pacheco, António; Rocha, R. (2000) Traffic modeling for broadband wireless networks: the highway scenario Advances in Performance Analysis: 3(2), 109-136.

• Morais, M. C. ; Pacheco, António (1999) Counted data control charts sensitive to sudden increases of the summary statistic REVSTAT (Statistical Review): 1, 25-45.

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

• Ramalhoto, M.F.; Morais, M. C.  (1999) Shewhart control charts for the scale parameter of a Weibull control variable with fixed and variable sampling intervals Journal of Applied Statistics: 26, 129-160.

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

• Ramalhoto, M.F.; Morais, M. C.  (1998) EWMA control charts for the scale parameter of a Weibull control variable with fixed and variable sampling intervals Economic Quality Control: 13, 23–46.

• Antunes, Nelson; Rocha, R.; Pinto, P.; Pacheco, António (1998) Impact of next-generation wireless networks requirements on teletraffic modeling Interoperable Communication Network: 1(2-4), 706-715.

• Morais, M. C. ; Natário, I. (1998) Improving an upper one-sided c-chart Communications in Statistics - Theory and Methods: 27(2), 353–364.

• Morais, M. C. ; Pacheco, António (1998) Two stochastic properties of one-sided exponentially weighted moving average control charts Communications in Statistics - Simulation and Computation: 27(4), 937–952.

• Pacheco, António; Prabhu, N.U. (1996) A Markovian storage model The Annals of Applied Probability: 6(1), 76-91.

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

• Prabhu, N.U.; Pacheco, António (1995) A storage model for data communication systems Queueing Systems. Theory and Applications: 19(1-2), 1-40.

• 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.

• Pacheco, António (1994) Second-order properties of the loss probability in M/M/s/s+c systems Queueing Systems. Theory and Applications: 15(1-4), 289-308.

• Pacheco, António (1994) Some properties of the delay probability in M/M/s/s+c systems Queueing Systems. Theory and Applications: 15(1-4), 309-324.

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

Books

• Morais, M. C.  (2024) Stochastic Processes: Theory, Examples & Exercises IST Press (500 pages), ISBN: 978-989-9208-00-1.

• Morais, M. C.  (2023) Probabilidades e Estatística: Teoria, Exemplos & Exercícios (2a. edição) IST Press (584 pages), ISBN: 978-989-8481-78-8.

• Morais, M. C.  (2020) Probabilidades e Estatística: Teoria, Exemplos & Exercícios IST Press (584 pages), ISBN: 978-989-8481-78-8.

• Amado, Conceição; Nunes, Cláudia; Sardinha, Alberto (2019) Análise estatística de dados financeiros SPE (183p): ISBN: 978-972-8890-43-8.

• Cordeiro, C. ; Ribeiro, C.; Sousa, C.; Gonçalves, M.H.; Antunes, Nelson; Silva, M.E. (2016) Estatística: Progressos e Aplicações Actas do XXII Congresso da Sociedade Portuguesa de Estatística, Sociedade Portuguesa de Estatística,Lisboa, Porugal.

• Turkman, Kamil, F.; Scotto, Manuel; de Zea Bermudez, Patricia (2014) Non-Linear Time Series: Extreme Events and Integer Value Problems Springer & Verlag, ISBN 978-3-319-07027-8.

• Ramos, Patrícia F. (2013) Misleading signals in joint schemes for location and spread Lambert academic publishing.

• Semushin, I. V.; Tsyganova, Yu. V.; Kulikova, Maria; Fatyanova, O. A. ; Kondratiev, A. E.  (2011) Adaptive systems of filtering, control and fault detection Ulyanovsk State University, Ulyanovsk: ISBN 978-5-88866-399, 286 pp. (in Russian).

• Pacheco, António; Prabhu, N.U.; Tang, L.C. (2009) Markov-Modulated Processes and Semiregenerative Phenomena World Scientific, Singapore, 224 pp..

Papers or Chapters in Edited Books

• Morais, M. C.  (2026) May 16, 1924–2024: Celebrating the Centenary of Shewhart’s Quality Control Chart Frontiers in Statistical Quality Control (Vol. 14).

• Morais, M. C. ; Okhrin, Y.; Schmid, W. (2026) Monitoring the Value at Risk with Applications to Finance Frontiers in Statistical Quality Control (Vol. 14).

• Morais, M. C.  (2024) Stochastic ordering in the performance analysis of control charts for binomial AR(1) processes Advanced Statistical Methods in Process Monitoring, Finance, and Environmental Science - Essays in Honour of Wolfgang Schmid, 155-172.