Publications

Found 213 results
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[2005-45] Bradlow SB, García-Prada O, Gothen PB. Maximal surface group representations in isometry groups of classical hermitian symmetric spaces .Edit
Bradlow SB, García-Prada O, Gothen PB. Moduli spaces of holomorphic triples over compact Riemann surfaces. Math. Ann.. 2004;328:299-351.Edit
[2017-3] Bradlow SB, García-Prada O, Gothen PB, Heinloth J.. Irreducibility of moduli of semistable chains and applications to U(p,q)-Higgs bundles .Edit
Gothen PB. Representations of surface groups and Higgs bundles. Vol Moduli Spaces. Isaac Newton Institute ed. Brambila-Paz L, Newstead P, Thomas RPW, García-Prada O, editors Cambridge University Press 2014.Edit
[2015-9] Branco MJ, Gomes GM, Silva PV. Takahasi semigroups .Edit
[2017-11] Branco MJ, Gomes GM, Silva PV. On the semigroup rank of a group .Edit
Branco MJ, Gomes GM, Silva PV. Takahasi semigroups. Forum Math.. 2017;29(5):1145-1162.Edit
Brandão A., Castro SB. State-owned enterprises as indirect instruments of entry regulation . Journal of Economics. 2007;92:263-274.Edit
Bras-Amorós M, García-Sánchez PA, Vico-Oton A. Nonhomogeneous patterns on numerical semigroups. Internat. J. Algebra Comput.. 2013;23:1469-1483.Edit
Bras-Amorós M, García-Sánchez PA. Patterns on numerical semigroups. Linear Algebra Appl.. 2006;414:652-669.Edit
Brazdil P., Soares C, Da Costa J. ranking learning algorithms: using ibl and meta-learning on accuracy and time results. machine learning. 2003;50:251-277.Edit
Breveglieri L, Cherubini A, Nuccio C, Rodaro E. Alphabetical satisfiability problem for trace equations. Acta Cybernetica. 2009;19(2):479-497.Edit
Brito M, Freitas AC. Limiting behaviour of a geometric-type estimator for tail indices. Insurance Math. Econom.. 2003;33:211-226.
[2015-15] Brito M, Cavalcante L, Freitas AC. Modelling of extremal earthquakes .
[2005-39] Brito M, Freitas AC. Weak convergence of a bootstrap geometric-type estimator with applications to risk theory .
Brito M, Cavalcante L, Freitas AC. Modelling of extremal earthquakes. Vol Mathematics of Energy and Climate Change Springer 2015.
[2014-6] Brito M, Cavalcante L, Freitas AC. Bias corrected geometric-type estimators .
Brito M. Sur l'encadrement optimal presque sûr dans un échantillon ordonné. C. R. Acad. Sci. Paris Sér. I Math.. 1986;303:821-824.
[2016-14] Brito M, Freitas AC, Freitas JM. Tail prepivoting for the hill estimator .
Brito M, Freitas AC. Consistent estimation of the tail index for dependent data. Statist. Probab. Lett.. 2010;80:1835-1843.
Brito M, Freitas AC. Weak convergence of a bootstrap geometric-type estimator with applications to risk theory. Insurance Math. Econom.. 2006;38:571-584.
Brito M, Freitas AC, Freitas JM. Tail prepivoting for the Hill estimator. J. Phys. A. 2016;49:194004, 12.
Brito M, Freitas AC. Edgeworth expansion for an estimator of the adjustment coefficient. Insurance Math. Econom.. 2008;43:203-208.
Brito M, Cavalcante L, Freitas AC. Bias-corrected geometric-type estimators of the tail index. J. Phys. A. 2016;49:214003, 30.
Broda S, Machiavelo A, Moreira N, Reis R. On the Average Size of Glushkov and Equation Automata for KAT Expressions. In: FCT. United Kingdom, Liverpool: Springer; 2013. 7. p. 72-83p.

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