Maria Isabel Fraga Alves


AuthID: R-000-BQP

Confirmed Publications: 21



1
TITLE: Adaptive PORT-MVRB estimation: an empirical comparison of two heuristic algorithms  Full Text
AUTHORS: Ivette Gomes, MI ; Ligia Henriques Rodrigues ; Isabel Fraga Alves, MIF ; Manjunath, BG;
PUBLISHED: 2013, SOURCE: JOURNAL OF STATISTICAL COMPUTATION AND SIMULATION, VOLUME: 83, ISSUE: 6
INDEXED IN: Scopus WOS CrossRef
IN MY: ORCID | ResearcherID
2
TITLE: Forecasting Value-at-Risk with a duration-based POT method  Full Text
AUTHORS: Araujo Santos, PA ; Fraga Alves, MIF ;
PUBLISHED: 2013, SOURCE: MATHEMATICS AND COMPUTERS IN SIMULATION, VOLUME: 94
INDEXED IN: Scopus WOS CrossRef
IN MY: ORCID | ResearcherID
3
TITLE: High quantiles estimation with Quasi-PORT and DPOT: An application to value-at-risk for financial variables
AUTHORS: Paulo Araujo Santos ; Isabel Fraga Alves ; Shawkat Hammoudeh;
PUBLISHED: 2013, SOURCE: NORTH AMERICAN JOURNAL OF ECONOMICS AND FINANCE, VOLUME: 26
INDEXED IN: Scopus WOS CrossRef
IN MY: ORCID
4
TITLE: A new class of independence tests for interval forecasts evaluation  Full Text
AUTHORS: Araujo Santos, PA ; Fraga Alves, MIF ;
PUBLISHED: 2012, SOURCE: COMPUTATIONAL STATISTICS & DATA ANALYSIS, VOLUME: 56, ISSUE: 11
INDEXED IN: Scopus WOS CrossRef
IN MY: ORCID | ResearcherID
5
TITLE: Extreme nitriding limits in aluminium extrusion
AUTHORS: Neves, C ; Ivette Gomes, M; Alves, IF ;
PUBLISHED: 2011, SOURCE: International Journal of Mathematical Modelling and Numerical Optimisation, VOLUME: 2, ISSUE: 3
INDEXED IN: Scopus CrossRef
IN MY: ORCID
6
TITLE: A test procedure for detecting super-heavy tails  Full Text
AUTHORS: Isabel Fraga Alves ; Laurens de Haan; Claudia Neves ;
PUBLISHED: 2009, SOURCE: JOURNAL OF STATISTICAL PLANNING AND INFERENCE, VOLUME: 139, ISSUE: 2
INDEXED IN: Scopus WOS CrossRef
IN MY: ORCID | ResearcherID
7
TITLE: Mixed moment estimator and location invariant alternatives  Full Text
AUTHORS: Isabel I F Fraga Alves ; Ivette I Gomes ; Laurens de Haan; Claudia Neves ;
PUBLISHED: 2009, SOURCE: EXTREMES, VOLUME: 12, ISSUE: 2
INDEXED IN: Scopus WOS CrossRef
IN MY: ORCID | ResearcherID
8
TITLE: PORT hill and moment estimators for heavy-tailed models  Full Text
AUTHORS: Ivette I Gomes ; Isabel Fraga F Alves ; Paulo Araujo Santos ;
PUBLISHED: 2008, SOURCE: COMMUNICATIONS IN STATISTICS-SIMULATION AND COMPUTATION, VOLUME: 37, ISSUE: 7
INDEXED IN: Scopus WOS CrossRef
IN MY: ORCID | ResearcherID
9
10
Page 1 of 3. Total results: 21.

A place for researchers and their institutions

Useful Links

Get Help

© 2024 CRACS & Inesc TEC - All Rights Reserved Privacy Policy | Terms of Service