Ana Maria Santos Ferreira Gorjão
Henriques
INSTITUTO SUPERIOR DE
AGRONOMIA (ISA)
Department of
Sciences and Engineering of Biosystems (DCEB)
TEACHING
2008/2009:Statistics (Undergraduate), Mathematics
and
Informatics (Undergraduate)
2007/2008:Statistics
and
Experimental Design (MSc), Mathematics and
Informatics (Undergraduate)
2006/2007: Mathematics and
Informatics (Undergraduate)
2005/2006: Mathematical Analysis II (Undergraduate),
Statistics (Undergraduate), Preliminary
Course
in Probability and Statistics (MSc
in Applied Mathematics to Biologic Science)
2004/2005: Mathematical Analysis
I (Undergraduate), Statistics (Undergraduate).
2003/2004:
Statistics (Undergraduate),
Simulation (MSc).
2002/2003: Mathematical Analysis II (Undergraduate),
Statistics (Undergraduate).
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RESEARCH INTERESTS
- Domain of specialization: Probability and Statsitics
- Main Research Interest: Extreme Value Theory
- Other Interests: Stochastic Processes, Spatial
Statistics,Time Series, Applications to Environmental problems
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PUBLICATIONS
De
Haan, L. and Ferreira, A. (2006) Extreme Value Theory: An
Introduction (417 pp.). Springer,
Boston.
Corrections and extensions in: .pdf file, .ps file (last updated 11/04/07). Data examined
in the book: S&P
500 (provided by Casper de Vries from Erasmus University Rotterdam).
Ferreira, A. (2008) Extreme Values
in Reliability. In:
Encyclopedia of Quantitative Risk Assessment and Analysis,
Melnick E. and Everitt B. (eds). John Wiley & Sons.
Ferreira, A.
(2006) Topics on Multivariate and
Infinite-Dimensional Extremes. In: Extremes Day in Honour of
Laurens de Haan: Extremes, Risk, Safety and the Environment
(Fraga Alves, M.I. and Gomes,
M.I., Editors). [.ps]
Ferreira, A. (1997) Extreme Sea
Level in Venice. In:Extreme Value Analysis with XTREMES (R.-D.
Reiss and M. Thomas, Editors), Birkhäuser Verlag, Basel.
Ferreira,
A. (2002) Statistics of Extremes: Estimation
and Optimality. PhD thesis, Tilburg University. Center
Dissertation Series, No.107, The Netherlands. [.ps] [.pdf]
Ferreira,
Ana Maria (1997) O
Modelo Generalizado de Pareto em Teoria de Valores Extremos. Masters Thesis
(in Portuguese).
Ferreira,
Ana Maria (1993) Modelação
Estocástica da Altura Significativa de Onda. Graduation
Thesis (in Portuguese).
- Papers and Technical Reports
21. Ferreira,
A. and de Haan, L. (2015) On the block maxima method in extreme
value theory: PWM estimators. Ann. Statist. 43(1), 276-298.
(http://arxiv.org/abs/1310.3222)
20.
Ferreira, A. (2014) Spatial
aggregation and high quantile estimation applied to
extreme precipitation. To appear in Statistics and Its
Interface.
19. Ferreira,
A. and de Haan, L. (2014) The generalized Pareto
process; with a view towards application and
simulation. Bernoulli 20 (4), 1717-1737. (arXiv:1203.2551v3)
18. Ferreira,
A. (2012) Properties of the areal coefficient.
METMAVI Extended abstracts, METMAVI Book of
Proceedings.
17. Ferreira
A., de Haan L. and Zhou C. (2012) Exceedance probability of
the integral of a stochastic process. J. Multivariate
Analysis 105 (1), 241–257.
16. Ferreira, A. e
Ferreira H. (2007). Extremal functions, extremal
index and Markov chains. Notas
e comunicações CEAUL (Research
Report) 12/2007.
15.
Ferreira, A. e Ferreira H. (2007). Estimation of
the extremal index for stationary sequences under a specified
stability condition. Proceedings
of the 56th Session of the ISI.
14.
Ferreira, A., de Haan, L. and Lin T. (2005). On the
estimation of the probability of a failure set. [.ps] [.pdf]
13.
Ferreira, A. and de Haan, L. (2005). A
representation of max-stable processes. Relatório
Técnico (Research Report) n. 01/05, Dep. de Matemática do
Instituto Superior de Agronomia. [.ps] [.pdf]
12. Ferreira,
A.
and de Haan, L. (2005). "Estimação
da
probabilidade de ocorrência de um conjunto extremo".
Actas do XII Congresso da Sociedade Portuguesa de Estatística,
SPE. [.pdf]
11.
Ferreira, A. and de Vries, C. (2004). Optimal
confidence intervals for the tail index and high quantiles. Discussion
paper, Tinbergen Institute, The Netherlands [.ps] [.pdf]
10. 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. [.pdf]
9.
Draisma, G., Drees, H., Ferreira, A. and de Haan, L. (2004). Bivariate tail
estimation: dependence in asymptotic independence. Bernoulli 10(2), 251-280.
8.
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.
7.
Ferreira, A. (2002). Optimal asymptotic estimation of
small excedance probabilities. J.
Statist. Plann. Inference 104, 83-102.
6. Ana M.
Ferreira (1998). XTREMES:"Exemplos de Aplicação". Actas do V Congesso Anual da
Sociedade Portuguesa de Estatística, Curia, Portugal.
5. Guedes
Soares, C. and Ferreira, A.M. (1996). Representation
of Non-Stationary Time Series of Significant Wave Height With
Autoregressive Models. Probabilistic
Engineering Mechanics 11,
139-148.
4.
Guedes Soares, C., Ferreira, A.M. and Cunha, C. (1996). Linear Models
of the Time Series of Significant Wave Height in the Southwest
Coast of Portugal. Coastal
Engineering 29,
149-167.
3.
Guedes Soares, C. and Ferreira, A.M. (1994). Analysis of the
Seasonality in Non-Stationary Stochastic Models of Significant
Wave Height. Proceedings:Second International Conference on
Computational Stochastic Mechanics, 1-10, Athens,
Greece.
2.
Ferreira, A.M., Amaral, J. e Guedes Soares, C. (1994). "Aplicação de um
Modelo Autoregressivo de Médias Móveis a Séries Temporais da
Altura Significativa de Onda". Actas do II Congresso Anual da SPE,
115-132, Luso, Portugal
1.
Guedes Soares, C., Ferreira, A.M. and Cunha, C. (1994). Autoregressive
Model for the Long-Term Series of Significant Wave Height in the
Portuguese Coast. Proceedingsof the French-Portuguese Seminar on Modelling in
Maritime Hydraulics: Modelling of Coastal and Estuarine
Processes, 59-70, F.J. Seabra e A. Temperville,
Coimbra, Portugal.
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RESEARCH PROJECTS
9.
VolkswagenStiftung 2014/2015:
WEX-MOP:
Prediction of extreme weather events. Project
coordinators: Petra
Friederichs, Martin
Schlather, Tilmann Gneiting.
8. EXPL/MAT-STA/0622/2013. Desenvolvimento de Extremos no Tempo e no
Espaço. Project
coordinator: Cláudia
Neves
7. EU FP7 Program
2013-2015: MODEXTREME:
Modelling vegetation response to extreme events.
Project coordinator: Gianni Bellocchi, INRA, France.
6. PTDC/MAT/112770/2009
(Application Global Overview,
Evaluation
report, Final
Report, Final
Evaluation)
Extremes in space.
Project coordinator: Laurens
de Haan
5. PTDC/MAT/64924/2006 (Application Global
Overview, Final report,
Final
Evaluation, EXES2011 report final.pdf). Extremos espaciais (EXES). Project
coordinator: Laurens
de Haan
4.
POCTI/MAT/58876/2004: Extremos, Risco, Segurança
e Ambiente (ERAS). Project
coordinator: Maria
Ivette Gomes.
3.
POCTI/33477/MAT/2000: Extreme Values and Resampling
Techniques. Project
coordinator: Maria
Ivette Gomes.
2. PAMAF 1997/1999:
Métodos quantitativos, estratégias de validação e de
recolha de informação de suporte ao conhecimento e
análise objectiva da dinâmica de ocupação do solo para
fins múltiplos, em Portugal Continental. Project
coordinator: Prof. António St.Aubyn.
1. 2/2.1/MAT/429.94:
MODEST:
STATISTICAL MODELING (EXTREME VALUES AND ADDITIVE LAWS). Project
coordinator: Maria
Ivette Gomes.
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SHORT CV
- Academic Degrees:
PhD (2002) in Statistics of Extremes from Tilburg Univeristy and EURANDOM.
Promotors: Prof. dr L. de Haan and Prof. dr J.H.J.
Einmahl.
MSc
(1997) in Probability and Statistics from the University of
Lisbon (Faculdade de Ciências of
Universidade de Lisboa). Promotor: Prof. dr Ivette
Gomes.
Graduated
(1993) in Applied Mathematics and Computation from the Technical
University of Lisbon (Instituto
Superior Técnico of Universidade Técnica de Lisboa).
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