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TITLE: Computational Procedures for Improving Extreme Value Estimation in Time Series Modelling
AUTHORS: Dora Prata Gomes ; Clara Cordeiro ; Manuela Neves;
PUBLISHED: 2023, SOURCE: 23rd International Conference on Computational Science and Its Applications, ICCSA 2023 in Lecture Notes in Computer Science (including subseries Lecture Notes in Artificial Intelligence and Lecture Notes in Bioinformatics), VOLUME: 14105 LNCS
INDEXED IN: Scopus CrossRef Unpaywall
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TITLE: Time Series Procedures to Improve Extreme Quantile Estimation
AUTHORS: Clara Cordeiro ; Dora P Gomes ; Manuela M Neves;
PUBLISHED: 2023, SOURCE: Springer Proceedings in Mathematics and Statistics, VOLUME: 430
INDEXED IN: Scopus CrossRef Unpaywall
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TITLE: Comparing two block estimation procedures for the extremal index: An application  Full Text
AUTHORS: Gomes, DP ; Neves, M;
PUBLISHED: 2022, SOURCE: International Conference on Numerical Analysis and Applied Mathematics 2020, ICNAAM 2020 in AIP Conference Proceedings, VOLUME: 2425
INDEXED IN: Scopus CrossRef
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TITLE: Extremal index blocks estimator: the threshold and the block size choice  Full Text
AUTHORS: Prata P Gomes ; Manuela M Neves;
PUBLISHED: 2020, SOURCE: JOURNAL OF APPLIED STATISTICS, VOLUME: 47, ISSUE: 13-15
INDEXED IN: Scopus WOS
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TITLE: A COUPLE OF NON REDUCED BIAS GENERALIZED MEANS IN EXTREME VALUE THEORY: AN ASYMPTOTIC COMPARISON  Full Text
AUTHORS: Penalva, H; Gomes, MI; Caeiro, F ; Neves, MM;
PUBLISHED: 2020, SOURCE: REVSTAT-STATISTICAL JOURNAL, VOLUME: 18, ISSUE: 3
INDEXED IN: Scopus WOS
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TITLE: Resampling procedures for a more reliable extremal index estimation
AUTHORS: Prata Gomes, D ; Neves, MM;
PUBLISHED: 2020, SOURCE: Data Analysis and Applications 4: Financial Data Analysis and Methods, VOLUME: 6
INDEXED IN: Scopus CrossRef
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TITLE: TESTING CONDITIONS AND ESTIMATING PARAMETERS IN EXTREME VALUE THEORY: APPLICATION TO ENVIRONMENTAL DATA  Full Text
AUTHORS: Helena Penalva; Dora Prata Gomes ; Manuela Neves, MM; Sandra Nunes ;
PUBLISHED: 2019, SOURCE: REVSTAT-STATISTICAL JOURNAL, VOLUME: 17, ISSUE: 2
INDEXED IN: Scopus WOS
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TITLE: Revisiting Resampling Methods in the Extremal Index Estimation: Improving Risk Assessment
AUTHORS: Prata Gomes, D ; Neves, MM;
PUBLISHED: 2018, SOURCE: Contributions to Statistics - Recent Studies on Risk Analysis and Statistical Modeling
INDEXED IN: CrossRef
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TITLE: Statistical modelling in time series extremes: an overview and new steps
AUTHORS: Manuela Neves; Clara Cordeiro ;
PUBLISHED: 2014, SOURCE: 21st International Conference on Computational Statistics, COMPSTAT 2014 in Proceedings of COMPSTAT 2014 - 21st International Conference on Computational Statistics
INDEXED IN: Scopus