Page 9 - Textos de Matemática Vol. 47

M. I. Gomes
CONTENTS
NAZARE´ and ARCH processes: extremal index estimation 1
H. Ferreira
Max-min dependence coe cients for Multivariate Extreme Value Distributions 13
E. Gon¸calves and C. M. Martins
The Taylor property in non-negative autoregressive and bilinear stochastic processes 25
J. Leite
On the ability of the power threshold GARCH model to capture the Taylor e↵ect 37
M. M. Neves
Bootstrap and Jackknife methods in extremal index estimation: a review 49
P. E. Oliveira
Mean square error in regression estimation with functional data 67 I. Pereira, M. Scotto, and R. Nicolette
Integer-valued self-exciting periodic threshold autoregressive processes 83
A. C. Rosa and M. E. Nogueira
A note on kernel estimation of the conditional quantile function in continuous time ergodic processes 95
M. E. Silva
Modelling time series of counts: an INAR approach 107
M. G. Temido
On the extremes of stationary gaussian random fields under strong dependence 123
P. de Zea Bermudez, M. A. Amaral Turkman, and K. F. Turkman
Parameter Estimation of Bilinear Processes using Approximate Bayesian Computation 135