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World of Statistics  
   
 

Ana Maria Santos Ferreira Gorjão Henriques
()

Prof. Auxiliar
Departamento de Matemática


Ana Maria Santos Ferreira Gorjão Henriques
Education:
  • 1993, Licenciatura em Matemática Aplicada e Computação, IST-UTL
  • 1997, Mestrado em Probabilidades e Estatística, FCUL-UL
  • 2002, Doutoramento em Probabilidades e Estatística, Tilburg University e EURANDOM (Holanda)
  • 2016, Agregação em Probabilidades e Estatística, Faculdade de Ciências da Universidade de Lisboa
Research::
  • Extreme value theory: regular variation, asymptotic theory, estimation, multivariate and spatial analysis, dependence, stochastic processes, random measures and point processes, spatial statistics, simulations, optimality.
  • Applications in extreme value theory: financial stochastic, hydrology and monitoring natural phenomena, environmental problems.
Other Professional Activities:
  • PARTICIPAÇÃO EM PROJECTOS DE INVESTIGAÇÃO MAIS RECENTES:

    VolkswagenStiftung 2014/2015: WEX-MOP: Prediction of extreme weather events. Project coordinators: Petra Friederichs, Martin Schlather, Tilmann Gneiting.
  • EXPL/MAT-STA/0622/2013. Desenvolvimento de Extremos no Tempo e no Espaço. Project coordinator: Cláudia Neves
  • EU FP7 Program 2013-2015: MODEXTREME: Modelling vegetation response to extreme events. Project coordinator: Gianni Bellocchi, INRA, France.
  • PTDC/MAT/112770/2009: Extremes in space. Project coordinator: Laurens de Haan
  • PTDC/MAT/64924/2006: Extremos espaciais (EXES). Project coordinator: Laurens de Haan
  • POCTI/MAT/58876/2004: Extremos, Risco, Segurança e Ambiente (ERAS). Project coordinator: Maria Ivette Gomes.

    POCTI/33477/MAT/2000: Extreme Values and Resampling Techniques. Project coordinator: Maria Ivette Gomes.
Courses Lectured:
  • Licenciaturas: Probabilidades e Estatística
  • Mestrado: Processos Estocásticos
Most recent publications:
  • Ferreira, A. and de Haan, L. (2015) On the block maxima method in extreme value theory: PWM estimators.
    Ann. Statist. 43, 276-298. (doi:10.1214/14-AOS1280)
     
  • Ferreira, A. (2014) Spatial aggregation and high quantile estimation applied to extreme precipitation.
    Statistics and Its Interface (SII)} 8.1, 33-43. (DOI: http://dx.doi.org/10.4310/SII.2015.v8.n1.a4)

     
  • Ferreira, A. and de Haan, L. (2014) The generalized Pareto process; with a view towards application and simulation.
    Bernoulli 20, 1717-1737. (arXiv:1203.2551v3)

     
  • Ferreira A., de Haan L. and Zhou C. (2012) Exceedance probability of the integral of a stochastic process.
    J. of Multivariate Analysis 105, 241-257.
     
  • Ferreira A. e de Haan L. (2010) Processos Max-Estáveis: Uma caracterização simples e exemplos.
    Boletim da Sociedade Portuguesa de Estatística, Outono 2010.

     
Other relevant publications:
  • De Haan, L. and Ferreira, A. (2006) Extreme Value Theory: An Introduction (417 pp.).
    Springer, Boston.

     
  • Drees, H., Ferreira, A. and de Haan, L. (2004). On maximum likelihood estimation of the extreme value index.
    Annals of Applied Probability 14(3), 1179-1201.
     
  • Draisma, G., Drees, H., Ferreira, A. and de Haan, L. (2004). Bivariate tail estimation: dependence in asymptotic independence.
    Bernoulli 10(2), 251-280.
     
  • Ferreira, A., de Haan, L. and Peng, L. (2003) On optimizing the estimation of high quantiles of a probability distribution
    Statistics 37(5), 401-434.
     
  • Ferreira, A. (2002) Optimal asymptotic estimation of small excedance probabilities.
    J. Statist. Plann. Inference 104, 83-102.
     

 

     
 
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