Category: NOVA Math Publications

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An asymptotically unbiased moment estimator of a negative extreme value index

2010, Discuss. Math. Probability and Statistics - Discussiones Mathematicae Probability and Statistics, Caeiro,F;Gomes,MI

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Extremal behaviour of stationary processes: the calibration technique in the extremal index estimation

2010, Discuss. Math. Probability and Statistics - Discussiones Mathematicae Probability and Statistics, Gomes,DP;Neves,MM

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Results on Numerics for FBSDE with Drivers of Quadratic Growth

2010, Contemporary Quantitative Finance, Imkeller,P;Dos Reis,G;Zhang,J

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On securitization, market completion and equilibrium risk transfer

2010, Mathematics and Financial Economics, Horst,U;Pirvu,TA;Reis,GD

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Path regularity and explicit convergence rate for BSDE with truncated quadratic growth

2010, Stochastic Processes and their Applications, Imkeller,P;Dos Reis,G

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Residual algorithm for large-scale positive definite generalized eigenvalue problems

2010, Computational Optimization and Applications, Bello,L;La Cruz,W;Raydan,M

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The Exact and Near-Exact Distributions of the Likelihood Ratio Statistic for the Block Sphericity Test

2010, NUMERICAL ANALYSIS AND APPLIED MATHEMATICS, VOLS I-III, Marques,FJ;Coelho,CA;Simos,TE;Psihoyios,G;Tsitouras,C

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Residual methods for the large-scale matrix pth root and some related problems

2010, Applied Mathematics and Computation, De Abreu,B;Raydan,M

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F Tests with Random Sample Sizes

2010, NUMERICAL ANALYSIS AND APPLIED MATHEMATICS, VOLS I-III, Nunes,C;Ferreira,D;Ferreira,SS;Mexia,JT;Simos,TE;Psihoyios,G;Tsitouras,C

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Comparative evaluation of the tridimensional spine position measured with a new instrument (Vertebral Metrics) and an optoelectronic system of stereophotogrammetry

2010, MEDICAL & BIOLOGICAL ENGINEERING & COMPUTING, Quaresma,C;Joao,F;Fonseca,M;Secca,MF;Veloso,A;O'Neill,JG;Branco,J

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