Personal Data

Full name

Kamil Feridun Turkman

Publishing name

Turkman, K. F.

Birthday

1953-03-15T00:00:00

Academic Degrees

AGREGAÇÃO(0)

Degree date

1989

Final grade

Not applicable

Degree granting institution

Universidade de Lisboa

School / College / Campus

Faculdade de Ciências

Thesis title

Not applicable

Supervisor

Not applicable

Co-supervisor

-

Scientific area

Applied Mathematics/Probability and Statistics

DOUTORAMENTO(0)

Degree date

1980

Final grade

Not applicable

Degree granting institution

Outra

School / College / Campus

Other

Thesis title

Limiting distribution of maxima of certain types of non-stationary time series

Supervisor

Morris Walker

Co-supervisor

-

Scientific area

Probability

MESTRADO(1)

Degree date

1977

Final grade

not applicable

Degree granting institution

Outra

School / College / Campus

Other

Thesis title

The analysis of some recent UK temperature data

Supervisor

Morris Walker

Co-supervisor

-

Scientific area

probability

BACHARELATO(4)

Degree date

1975

Final grade

3.78 in a scale 0 - 4

Degree granting institution

Outra

School / College / Campus

Other

Thesis title

not applicable

Supervisor

-

Co-supervisor

-

Scientific area

mathematics

Profissional activity

Period Position Institution
12-04-2010 - 12-04-2011 Member of the Editorial Board Applied Mathematics
1995-2003 Editorial Board Environmental and Ecological Statistics
01-01-2009 - 15-10-2012 Head of Department, Department of Statistics and Operations Research, Faculty of Sciences, University of Lisbon
2009 Invited Researcher École Polytechnique Fédérale De lausanne, Switzerland
1981- Member Portuguese statistical Society
2006- Editorial Board Journal of Statistical Theory and Practice
1991- Member International statistical association
1985- Fellow Royal Statistical society, UK
1994- Trustee SPRUCE Trust, London
1997 - 2001 Head of Department Department of Statistics and Operations Reseach, Faculty of Sciences, University of Lisbon
1992-2001 Director Centerof Statistics and its applications, University of Lisbon
de 1981 a 1988 Professor Auxiliar DEIO, Faculdade de Ciências, Univ. de lisboa
de 1988 a 1993 Professor Associado DEIO, Faculdade de Ciências, Univ. de lisboa
de 1993- Prof. Catedrático DEIO, Faculdade de Ciências, Univ. de lisboa

Area of scientific activity

Area of scientific activity

Probability theory, statistical inference, stochastic processes, time series, Extreme value theory.
Spatial Statistics

Specialization domain

Probability theory, stochastic processes, statistical modelling

Current main scientific area

Stochastic models and inference for environmental problems, spatio-temporal models, Bayesian hierarchical models for non-homogeneous spatial point processes, Extremes of random fields, non linear time series

Other scientific activities

Member of the Trustee of SPRUCE trust, London.
Member of the Editorial Board Journal of Applied Mathematics Open Access journal (2010, 2011)
Member of the Editorial Board Journal of Statistical Theory and Practice (2008 - )
Referee for J. of Atmospheric Environment, J. of Statistical Planning and inference, J. of Reliability Engineering and system safety, J. of Nonlinear Analysis, series A, J. of Hydrology, J. of Applied earth Observation and Geoinformation, Revstat, J. of Time Series Analysis, Biometrika, J. of Stochastic Processes and Application, J. of Environmetrics, J. of Extremes, J. of Methodology and Computing in Applied Probability, Stochastic Environmental Research and Risk Assesment

Experience as scientific advisor

Post-doc
• Sofia Wichert 2004-2005, CEAUL grant, through FCT

• Eugen Ursu, 2010-2011, FCT grant



P.hD. theses:

currently supervising:

• Soraia Perreira . Small Area Estimation of Unemployement Rate at NUTSIII level (2013-)


• Paula Perreira. Métodos Probabilísticos e Estatísticos na Gestão de Fogos Florestais " (2009- )

supervised

• Leonel Silva Vicente, Bayesian Hierarchical Models in Human Resources Planning' 2011. Teacher at Polytechnic Institute of Leiria

• Jorge Morais Mendes, 'Some Problems in Bayesian Hierarchial Modeling of Non-Gaussian Spatial-Temporal Data', 2006 Teacher at ISEGI/UNL

• Patrícia de Zea Bermudez, 'Bayesian Approach to Extreme Quantile Estimation', 2003, Teacher at DEIO (FCUL/UL)

• Marília Cristina de Sousa Antunes, 'Some Problems in Non-linear Prediction', 2003, Teacher at DEIO (FCUL/UL)

• Manuel González Scotto, On the Extremes of Certain Transformations of Time Series', 2001, Teacher at University of Aveiro

• Maria Fernanda Oliveira "Limit laws in hiden Markov Models" 1992, Teacher at DEIO (FCUL/UL)




M.Sc. thesis

• Marta Alexandra Lourenço Machado, 2012 ‘Modelos de previsão aplicados à optimização da gestão das atividades de um Call Center’

• Mário Bruno Martins Ferreira, 2006 'Previsão de Pontas de Consumo Eléctrico'

• José Ernesto Jardim, 2001 'Análise do Recrutamento de Pescada (Merliccius merlaccius) na Costa Continental Portuguesa'

• Jorge Morais Mendes Couvreur de Oliveira, 2000 'A Modelaçãp Espaço - Temporal'

• Manuel Gonzalez Scotto, 1997 'Métodos de Estimação em Modelos Bilineares'

• Marília Cristina Antunes Reis, 1995 'Nevoeiro no Aeroporto da Portela: Modelação da Duração'

• Patrícia Bermudez, 1994 'Modelos de Previsão - Estudo da Poluição do Rio Vouga'

• Maria Ester Serrão, 1992 'Delineamento Experimental em Botânica Marinha'

• Cristina Oliveira, 1992 'Planeamento de Recursos Humanos na Salvador Caetano'

• Filipe Silvério, 1992 'Planeamento de Recursos Humanos na Universidade de Lisboa'

• Olga M. Martinho, 1985 'A Optimização não Linear na Estimação dos Parâmetros das Distribuições Extremais'






Participations in R&D projects

• PERsonalised ICT supported Service for Independent Living and Active Ageing (PERSSILAA), FP7-ICT-2013-10 (member)


• Statistical Methods in Environmental and Epidemiological Processes, PTDC/MAT/118335/2010 – Coordinator. Financed by FCT, 48 000 euros

• Statistical Methods in Genetics and Environment, PTDC/MAT/64353/2006 – Coordinator. Financed by FCT, 60 000 Euros

• Statistical Modelling of Environmental and Genetic Data, POCTI/MAT/44082/2002 – Coordinator. Financed by FCT, 25 000 Euros

• Statistical Screenings Methods (PRAXIS XXI) P/MAT/10001/98 – member. Financed by FCT, 16 700 Euros

• Project MODEST financed by PRAXIS XXI and FEDER, 1996-1999 Coordinator, Financed by FCT, 180 000 Euros

• Windsor Treaty project "The measurements of averages and extremes of environmental variables", with Dr. C. W. Anderson from the Departament of Probability and Statistics, University of Sheffield.

Awards

Year Award Awarding entity

Publications

Teses

Outras publicações

  • • Paula Pereira, M.A. Amaral Turkman e K. F. Turkman(2012) Complementary Report of the Article "Annual Fire Risk Maps: Some Statistical Issues", CEAUL, research report, 11/12


    • Paula Pereira e Kamil Feridun Turkman (2012) Preliminary Analysis of the Forest Fires in Portugal using Point Processes, CEAUL reserach report 10/12

    K.F. Turkman (2011) Discrete and Continuous Time Extremes of Stationary Processes, CEAUL research report 06/11



    • M.A. Amaral Turkman, K.F. Turkman, Le Page Yannick and J.M.C. Pereira (2009) Hierarchical space-time models for fire ignition and percentage of land burned by wildfires. Environmental and Ecological statistics.


    •Leonel Vicente e K. F. Turkman Recursos Humanos da FCUL: Presente e Futuro, CEAUL 05/08

    • M.A. Amaral-Turkman, K.F. Turkman, Le Page Yannick, J. Pereira e J. Mendes , Hierarchical Space-Time Models for High Dimensioned Fire Data, CEAUL 10/08

    • Anderson, C.W. and Turkman, K.F. (2009) Continuous -and discrete-time extremes: Some theoretical and practical aspects. CEAUL 13/08.

    • K.F. Trukman (2006) Maximum of a Stationary Random Field over a Finite Rectangles, CEAUL 15/06

    • K.F. Trukman (2005) A Note on the Extremal Index for Space-Time Processes. CEAUL 08/05

    • Amaral Turkman, M.A., Reis, M. e Turkman, K.F. (2000) - "A Bayesian Approach to Event Prediction". Notas e Comunicações do Centro de Estatística e Aplicações da Universidade de Lisboa, 9.

    • Mendes, J. and Turkman, K.F., A Bayesian Hierarchical Model for Local Precipitation by Downscaling Large-Scale Atmospheric Circulation Patterns, Notas e Comunicações CEAUL, 06/2004

    • Turkman, K.F., Extremes of continuous Processes and their Discrete Skeletons, Notas e Comunicações CEAUL, 07/2004

    • K.F. Turkman, Extremes of Non-Linear Time Series, CEAUL 09/03


    • Marília Antunes e Kamil Feridun Turkman Um Modelo Regido pelas Observações para Dados de Precipitação, CEAUL 30/02

    • M.G. Scotto e K.F. Turkman , Extremes of Volterra Series Expansions with Heavy-Tailed Innovations, CEAUL 14/02 -

    • P. de Zea Bermudez, M.A. Amaral Turkman e K.F. Turkman , Bayesian Extreme Quantile Estimation for Heavy-Tailed Distributions, CEAUL 11/02 -

    • Marília Antunes, Patrícia de Zea Bermudez e Kamil Feridun Turkman , Parameter and Observation Driven Models for Predicting Precipitation, CEAUL 09/02 -

    • M. Reis, M.A. Amaral Turkman e K.F. Turkman
    - Optimal Alarm Systems for AR (p) Processes: a bayesian approach, CEAUL 18/01

    • M.A. Amaral Turkman e K.F. Turkman - An Application of Optimal Screening Methods to Respiratory Illnesses, CEAUL 05/01


    • Bermudez, P., Amaral Turkman, M. A. e Turkman, K.F. (2000) – “Bayesian Approach to Parameter Estimation of the Pareto Distribution”. Notas e Comunicações do Centro de Estatística e Aplicações da Universidade de Lisboa, 11. (submitido a Test)

    • Oliveira, Jorge e Turkman, K.F. (2000) – “A Study of the Air Quality in Lisbon: A Spatio-Temporal Model for the Prediction of NO2 Levels”. Notas e Comunicações do Centro de Estatística e Aplicações da Universidade de Lisboa, 16.

    • Scotto, M. e Turkman, K.F. (2000) – “On the Extremal Behavior of Sub-Sampled Solutions of Stochastic Difference Equations”. Notas e Comunicações do Centro de Estatística e Aplicações da Universidade de Lisboa, 13.


    • Bermudez, P., Amaral Turkman, M. A. e Turkman, K.F.. (1999) – “A Bayesian Hierarchical Model for Extreme Quantile estimation”. Notas e Comunicações do Centro de Estatística e Aplicações da Universidade de Lisboa, 6.

    • Scotto, M., Anderson, C. e Turkman, K. F. (1999) – “On the Asymptotic Distributions of the Maxima of Disagregated Time Series Models”. Notas e Comunicações do Centro de Estatística e Aplicações da Universidade de Lisboa, 5.

    • Scotto, M., Anderson, C. e Turkman, K. F. (1999) – “Extremes of Sub-Sampled Bilinear Time Series Models”. Notas e Comunicações do Centro de Estatística e Aplicações da Universidade de Lisboa, 12.

    • Scotto, M., Anderson, C. e Turkman, K. F. (1999) – “Extremes of Sub-sampled Series”. Notas e Comunicações do Centro de Estatística e Aplicações da Universidade de Lisboa, 3.

    • Reis, M. e Turkman, K.F. (1998) – “Estimação em Modelos BL(1,0,1,1) com Resíduos Exponenciais”. Notas e Comunicações do Centro de Estatística e Aplicações da Universidade de Lisboa, 11.

    • Reis, M., Amaral Turkman, M.A. e Turkman, K.F. (1997) Regime models for precipitation data. Notas e Comunicações, Centro de Estatistica e Aplicações, Universidade de Lisboa.

    • Turkman, K.F. e Subba Rao, T. (1997). On the extremes of bilinear and Random coefficient Autoregressive processes. Notas e Comunicações, Centro de Estatistica e Aplicações, Universidade de Lisboa.

    • Scotto, M e Turkman, K.F. (1997). On the parameter estimation of the first order bilinear time series model by using penalty functions. Notas e Comunicações, Centro de Estatística e Aplicações, Universidade de Lisboa.

    • Scotto, M, Amaral Turkman, M.A. e Turkman, K.F. (1997). Bayesian inference via Gibbs sampling of the first order bilinear time series model. Notas e Comunicações, Centro de Estatistica e Aplicações, Universidade de Lisboa.


    • Turkman, K.F. e Anderson, C.W. (1996). Extremes of aggregated time series. Notas e Comunicações, Centro de Estatistica e Aplicações, Universidade de Lisboa.

    • Turkman, K.F. (1996). Non-linear Time Series Models. Working paper nº51, ISEGI, Universidade Nova de Lisboa.

    • Turkman, K.F. (1995). The Hurst effect and processes with heavy local dependence. Notas e Comunicações, Centro de Estatistica e Aplicações, Universidade de Lisboa

    • Turkman, K.F. (1995). Extremal behaviour of nonlinear time series. Notas e Comunicações, Centro de Estatistica e Aplicações, Universidade de Lisboa.

    • Amaral Turkman, M.A. e Turkman, K.F. (1994). Tail Probability Estimation: A Bayesian Approach. Notas e Comunicações do CEAUL 8/94.


    • Turkman, K.F. e Duarte, L. C.C. (1994). Point processes of exceedances and the Cox model. Notas e Comunicações do CEAUL 4/94,

    • Turkman, K.F. (1991). Lecture notes on Manpower planning Research Report of the Centre of Statistics and Applications 3/91.


    • Turkman, K.F. (1989). Sums and Maxima of Stationary Sequences. Research Report of the Centre of Statistics and Applications. nº 1/89.

    • Amaral Turkman, M.A. e Turkman, K.F. (1988). A Bayesian approach to optimal prediction of level crossings. Research Report nº 311/88,University of Sheffield.


    • Turkman, K.F. e Amaral Turkman, M.A. (1988). A criterion of optimality for predictive screening methods. Research Report nº 307/88 , University of Sheffield..

    • Turkman, K.F. (1986). Rate of Divergence of Periodogram. Research Report of the Centre of Statistics and Applications., nº 6/86

    • Turkman, K.F. (1985). Almost sure bounds for the periodogram of stationary Gaussian Time Series. Research Report of the Centre of Statistics and Applications, nº13/85.


Publicações em actas de encontros científicos

  • • Pereira, P., Turkman, K.F. (2012) Modeling Spatio-Temporal Patterns of Forest Fires in Portugal, In Proceedings of the VI International Workshop on Spatio-Temporal Modelling (METMA VI), Guimarães, Portugal, (CD book)

    • Pereira, P.S., Turkman, K.F. (2011) Spatial Point Processes Applied to the Study of Forest Fires In Portugal, In Proceedings of the Spatial Data Methods for Environmental and Ecological Processes – 2nd Edition, Foggia-Baia delle Zagare, Italy, (B.Cafarelli, ed.), 443-446.

    • Amaral Turkman, M.A. and Turkman, KF. (2009) Hierarchical space-time models for fire ignition and percentage of land burned by wildfires Proceedings of the 24th International Workshop on Statistical Modelling. James G. Booth, Editor, 49-52

    • Turkman, KF, Amaral Turkman, MA and Mendes, J (2008) Models for extremes of spatio-temporal data, Proceedings of the International Workshop on Applied Probability. edited by Julien Chiquet,Joseph Glaz,Nikolaos Limnios, and Pascal Moyal

    • Mendes, J.M. and K.F. Turkman (2006) Bayesian hierarchical models for hake recruits. Proceedings of the 21st international Workshop on statistical modelling. Editors: J. Hinde, J. einbeck and J.Newell

    • Anderson, C.W. e Turkman, K.F., 2004, In Hall, A. et al. (eds.) Extremes of Continuous Processes and Their Discrete Skeletons Extreme Value
    Analysis: Theory and Practice, 62

    • Mendes, J. and Turkman, K.F., 2004, A Bayesian hierarchical model for local precipitation by downscaling large-scale atmospheric circulation patterns, Advanced Workshop on Spatial/Temporal Models and Methods, Book of abstracts of the A.W.S/T.M.M., 38.

    •Antunes, M. e Turkman, K.F., 2003, Um “modelo regido pelas observações” para precipitação, In Paula Brito et al. (eds.), Literacia e Estatística, 99-110

    • Amaral Turkman, M.A., Reis, M. and Turkman, K.F. (2000) - "A Bayesian Approach to Event Prediction". Proceedings of the 6Th CEMAPRE Conference, edited by A. Egídio dos Reis, et al., pp 211-233

    • Bermudez, P., Turkman, K.F., R. Schmitz e W. Urfer (1997). Analysis of cordiovascular data. In Estatística: a Diversidade na Unidade, editado por Manuela Miranda e Isabel Pereira, pp 499-505., Edições Salamandra.

    • Reis, M. e Turkman, K.F. (1999) “Estimação em Modelos BL(1,0,1,1) com resíduos Exponenciais”. in Afirmar a Estatística, Paulino, C.D. et al (eds.), (pg.351-360).

    • Scotto, M. e Turkman, K.F. (1998) “Métodos de Estimação em Modelos Bilineares”. in Estatística: A Diversidade na Unidade, Miranda, M. e Pereira, I. et al (eds.), (pg. 515-522).


    • Scotto, M. , Anderson, C. e Turkman, K.F. (1999) “Extremes of Aggregated and Disaggregated Time Series”. in Extreme Values and Additive Laws, Gomes, M.I. et al (eds.), (pg.86-87).

    • Bermudez, P., Amaral Turkman, M.A. e Turkman, K.F. (1998) – “Bayesian Approach to Extreme Quantile Estimation Through Threashold Methods”. Extended Abstracts of Extremes – Risk and Safety, in Rootzen, H. et al (eds) – (pg 11).

    • Turkman, K.F. e Anderson, C.W. (1994). The measurement of averages and extremes of environmental variables. Extreme Value Theory and its Applications Vol 2, Washington, U.S.A..

    • Turkman, K.F. (1984). Model Identification for Univariate extreme samples.Actas do III colóquio de Estatistica e Investigação Operacional. SPEIO, Lagos, pp.339-342..

    • Turman, K.F. (1982). On the Asymptotic Poisson Behaviour of the Upcrossings of Trigonometric Polynomials wit Random Coefficients. Actas das IX Jornadas Hispano-Lusas de Matemática, pp.725-727, Salamanca.

    • Turman, K.F. (1981). Limit Laws for the maximum of a quasi-stationary sequence. Actas das VII Jornadas Luso Espanholas de Matemática, pp.453-457, Coimbra.

Artigos em revistas nacionais com arbitragem científica

  • • Turkman, K.F. (1997). The Hurst Effect and Processes with Heavy local dependence. Revista de Estatistica, INE, pg 11-24.. <br><br> • Amaral Turkman, M.A e Turkman, K.F. (1996). Métodos Estatísticos de Triagem. Revista de Estatística, pg 63-76, INE 1996.

Artigos em revistas de circulação internacional com arbitragem científica

  • • Camara, C. , Calado,T., Ermida, S., Trigo,I., Amraoui,M. And Turkman, K.F.(2013) Calibration of the Fire Weather Index over Mediterranean Europa based on fire activity retrieved from MSG satellite imagery. International Journal of Wildland fire. Under review.


    •Turkman, K.F., Amaral Turkman, M.A., Pereira,P. Sa, A., and Pereira, J.M.C. (2013) Generating annual fire risk maps using Bayesian hierarchical models. Journal of Statistical Theory and Practice.DOI:10.1080/15598608.2013.820158. Published on-line 1-08-2013


    • Turkman, (2013) On the upcrossings of trigonometric polynomials with random coefficients. Revstat. Accepted for publication (April 2013)

    • P. Pereira, K. F. Turkman, M.A. Amaral Turkman, A. Sa and J. M.C. Pereira (2013) Quantification of annual wildfire risk; A spatio-temporal point process approach. Statistica, 73, 55-68

    • de Carvalho, M., Turkman, K.F., Rua, A.(2013) Dynamic threshold modelling and he US business cycle. Journal of the Royal Statistical Society, Series C. 62, 535-550

    • Turkman, K.F. (2012) Book Review: Extreme value methods with applications to Finance. Journal of Time Seies Analysis, 33, 964. DOI:10.1111/j.1467-9892.2012.00801.x

    • E. Ursu and Turkman, K.F. (2012) Periodic autoregressive model identification using genetic algorithms. Journal of Time Series. Vol.33, pp 398-405


    • Turkman, K.F. (2011) Discussion to Lindgren, F., Rue,SH, and Lindstrom, J. An explicit link between Gaussian fields and Gaussian Markov random fields: the stochastic partial differential equation approach. JRSS series B, 73, pp 489

    •Amaral-Turkman, MA , Turkman, KF, Le Page, Y and Pereira, JM (2011). Hierarchical space-time models for fire ignition and percentage of land burned by wildfires. Environ Ecol Stat
    Vol 18,4 601-617

    • KF Turkman (2010) , Discussion of the paper Geostatistical Inference under preferential sampling by P Diggle, R Menezes and Ting Li, Su, JOURNAL OF THE ROYAL STATISTICAL SOCIETY SERIES C-(2010), Vol.59, pp. 226-

    • K.F. Turkman, M.A. Turkman and J.M. Pereira (2009) Asymptotic models and inference for extremes of spatio-temporal data. Extremes Vol. 13, pp. 375-397.

    • J. Mendes, P. de Zea Bermudez, J. Pereira, K. F. Turkman, M. Vasconcelos , (2010) Spatial extremes of wildfire sizes: Bayesian hierarchical models for extremes., ENVIRONMENTAL AND ECOLOGICAL STATISTICS (2010), Vol.17, pp. 1-28.

    • Turkman, K.F., Amaral Turkman, M.A and J.M. Pereira (2009) Asymptotic models and inference for extremes of spatio-temporal data. Extremes, 13, pp. 375-397

    • de Zea Bermudez, P, Mendes-Lopes, J, Pereira, J M C, Turkman, K F, Vasconcelos, M J P,(2009) Spatial and temporal extremes of wildfires sizes in Portugal (1984-2004), INTERNATIONAL JOURNAL OF WILDLAND FIRE , Vol.18, pp. 985-993.

    • Mendes, M., Turkman, K.F: and E. Jardim (2007) A Bayesian Hierarchical model for over-dispersed count data: A case study for abundance of hake recruits. Environmetrics. Vol 18, 27-53.


    •J. Mendes, K.F. Turkman, J. Corte Real (2006) A Bayesian hierarchical model for local precipitation by downscaling large scale atmospheric circulation patterns. Environmetrics, Vol 17, 721-738

    • K.F.Turkman(2006) A note on the extremal index for space-time processes. Journal of Applied Probability 43, 1-13.

    • M. Scotto and K.F. Turkman, K.F. (2005). Extremes of Volterra series expansions. Nonlinear Analysis 63, 106-122


    • M.Scotto and K.F. Turkman, C.W. Anderson K.F. (2003). Extremes of some sub-sampled time series. Journal of time series, 24, 579-590

    • M. Antunes, A. Amaral Turkman and K.F. Turkman, K.F. (2003). A Bayesian approach to event prediction. Journal of time series. Volume 24, 631-646

    • Scotto ,M.G. and K.F. Turkman, K.F. (2002) On the extremal behaviour of sub-sampled solutions of stochastic difference equations. Portugaliae Mathematica, 59, 267-282.

    • J. Mendes and K.F. Turkman, K.F. (2002). A simple spatio-temporal procedure for the prediction of air pollution levels. Journal of Chemometrics, 16, 623-632.

    • P. Bermudez, A.Amaral Turkman and Turkman, K.F. (2001). A predictive approach to tail probability estimation, Extremes, 4:4, 295-314

    • Turkman, K.F. (2001). Extremal Behaviour of Trigonometric Polynomials with Random Coefficients. Journal of Nonlinear Analysis: Series A , 47, 3113-3124

    • Anderson, C. W. & Turkman, K. F. (1997) Extremes of aggregated time series. Proc. Workshop on Statistics at Universities: Budapest 1997, ed. A. Zempléni, 101-105.

    • Turkman, K.F. e Amaral Turkman, M.A. (1997). Extremes of bilinear time series models. J. of Time series Analysis, Vol. 18 305-320

    • Turkman, K.F. e Anderson, C.W. (1995). Sums and maxima of stationary sequences with heavy tailed distributions. Sankhya,, Vol. 57, part 3.


    • Turkman, K.F. e Anderson, C.W (1992). Limiting joint distributions of sums and maxima in a statistical context. Theoriya Veroyatnostei e Prim. 37, 352-355.

    • Turkman, K.F. e Oliveira, M.F. (1992). A Note on the Asymptotic Independence of Maximum and Minimum of Stationary Sequences with Extremal Index. (with M.F.Oliveira). Portugaliae Matermatica, Vol. 49, 29-36.

    • Turkman, K.F. e Oliveira, M.F. (1992). Limit Laws for the Maxima of the Chain Dependent Sequences with Positive Extremal Index. Journal of Applied Probability, 29, 222-227,.

    • Turkman, K.F. e Anderson, C.W (1991). Sums and maxima in stationary sequences. Journal of Applied Probability 28, 715-716.

    • Turkman, K.F. e Anderson, C.W (1991). The Joint Limiting Distribution of Sums and Maxima of Stationary Sequences. Journal of Applied Probability 28, 33-44.

    • Amaral Turkman, M.A. e Turkman, K.F. (1990). Optimal alarm systems for autoregressive processes. A Bayesian Approach. Computational Statistics and Data Analysis, Vol. 10, pp. 307-314.

    • Turkman, K.F. e Walker, M. (1990). A Stability Result for the Periodogram. The Annals of Probability, Vol. 18, pp. 1765-1783.

    • Turkman, K.F. e Amaral Turkman, M.A. (1989). Optimal Screening Methods.. Journal of Royal Statistical Society. Vol. 51, pp 287-295.

    • Turkman, K.F. (1985). The Choice of Extremal Models by Akaike´s information criterion. Journal of Hydrology, Vol 82..

    • Turkman, K.F. e Walker, M. (1984). The Asymptotic Distribution of Maxima Of Trigonometric Polynomials with Random Coefficients. Advances in Applied Probability, 16, pp. 819-842.

    • Turkman, K.F. (1984). Degenerate Limit Laws for the Maxima of Trigonometric Polynomials with Random Coefficients. Portugalie Matemática,Vol.42, pp.355-369.

    • Turkman, K.F. e Walker, M. (1983). Limit Laws for the Maxima of a Class of Quasi-stationary Sequences. Journal of Applied Probability 20, pp.814-821.






Teses

  • • Turkman, K.F. (1980). Limiting Distributions of Maxima of Certain Types of Non-stationary Stochastic Processes. Ph. D. Thesis, University of Sheffield.

    • Turkman, K.F. (1977). The Analysis of Some Recent U.K. Temperature Data. M.Sc. Thesis, University of Sheffield.

Capítulos de livros

  • • Turkman, K.F (2012) Discrete-Continuous Time Extremes of Stationary Processes. Handbook of statistics- vol 30, p. 565-582. Time Series-Methods and aplications. Ed. C.R.Rao and Subba Rao, Elsevier-North Holland.

    • Turkman, K. F., (1999) “ Non-Linear Processes and Models”, in On Nonparametric and Semiparametric Statistics, Lopes, Nazaré e Gonçalves, Esmeralda – CIM, (pg. 1-48).

    • Stein, A. . Turkman, K. F., Van Heerd, Bermudez, P. Van and Bruin, P. (1999) “ In Search of Spatial Extremes”, in Environmental Statistics, 220:8-26. John Wiley and Sons, UK

    • Amaral Turkman, M.A. e Turkman, K.F. (1997). Optimal screening Methods in detection of water contamination. Statistics for the Environment 3, pp 241-248., John Wiley & Sons.



    • Turkman, K.F. (1996). Extremes of of non-linear time series. In Bom Senso e Sensibilidade, edited by João Branco, Paulo Gomes e Jorge Prata,. p 47-72.Edições Salamandra

    • Turkman, K.F. e Anderson, C.W. (1994). The measurement of averages and extremes of environmental variables. Extreme Value Theory and its Applications Vol 2, Washington, U.S.A..

    • Amaral Turkman, M.A. e Turkman, K.F. (1988). Bayesian Analysis of a Pure Birth Processe with Linear Birth Rate. Bayesian Statistics 3, pp. 533-541.(J.M. Bernardo, M.H. DeGroot D.V. Lindley and A.F.M. Smith,eds.) Oxford University Press.


    •Turkman, K.F. (1983). On the Asymptotic upcrossings of a class of Non-stationary sequences. Statistical Extremes and Applications, J.Tiago de Oliveira (Ed.), pp.669-678, D.Reidel Publishing Company.

    • Turkman, K.F. (1982). On the Asymptotic Poisson Behaviour of the Upcrossings of Trigonometric Polynomials wit Random Coefficients. Actas das IX Jornadas Hispano-Lusas de Matemática, pp.725-727, Salamanca.

    • Turkman, K.F. (1981). Limit Laws for the maximum of a quasi-stationary sequence. Actas das VII Jornadas Luso Espanholas de Matemática, pp.453-457, Coimbra.




Livros (editor)

  • •Turkman, K.F, Spatial/Temporal Models and Methods, CEAUL Editions, 2004

    • Barnet, V., Stein, A. and K.F. Turkman (1999) Statistics for the Environment 4: Statistical Aspects of Health and the Environment. John Wiley and Sons, UK

    • Barnet, V. and Turkman, K.F. (1997). Statistics for the Environment 3: Statistical Aspects of Pollution. John Wiley and Sons, U.K.

    • Barnet, V. and Turkman, K.F. (1994). Statistics for the Environment 2: Water related issues. John Wiley and Sons, U.K.

    • Barnet, V. and Turkman, K.F. (1993). Statistics for the Environment. John Wiley and Sons, U.K.

Livros (autor)

  • • Turkman, K F Scotto,M and P Bermudez (2013) Non-linear Time Series. Accepted for publication by Springer, Heidelberg

    • Murteira, B., Muller, D. E Turkman, K.F. (1993). Análise de Sucessões Cronológicas; Teoria e prática. McGraw-Hill Portuguesa

Communications

Outras comunicações orais



• Extremes of Continuous-Discrete Time Series. 3rd International Conference of the ERCIM WG on
COMPUTING & STATISTICS (ERCIM'10) 10-12 December 2010, Senate House, University of London, UK
•A Bayesian hierarchical model for local precipitation by downscaling large-scale atmospheric circulation patterns, Advanced Workshop on Spatial/Temporal Models and Methods, Estoril, 2004

•IX Congresso Annual da Sociedade Portuguesa de Estatística, Açores, com a comunicação Sistemas de Alarme Óptimos na Presença de Experiências Informativas Incompletas
• 23 rd European Meeting of Statistitians, 2001, Funchal,
com a comunicação, A Bayesian Approach to Optimal Alarm

• VIII Congresso Annual da Sociedade Portuguesa de Estatística” – Peniche, Portugal, Outubro 2000, onde apresentou, em colaboração, os seguintes trabalhos
A study of the Air Quality in Lisbon: a spatio-temporal model for the prediction of NO2 levels. (em colaboração com Jorge Oliveira)
Estudo do comportamento extremal em agregações associadas às soluções de uma equação diferencial estocástica às diferenças. (em colaboração com Manuel Scotto).
• VII Congresso Anual da Sociedade Portuguesa de Estatística” – Offir, Portugal, Outubro 1999, onde apresentou, em colaboração com Manuel Scotto e Clive Anderson, a comunicação “Estudo do comportamento extremal em agregações associadas a modelos de médias móveis”.
• Workshop on Complex Models and methods for Environmental Problems, de 3 a 7 de Maio de 1999, Willersley Castle, UK, onde apresentou a comunicação “Screening Methods in Environmental Statistics”.
• Lukacs Symposium – Frontiers of Environmental and Ecological Statistics for the 21st Century “ – Ohio, USA, April 1999, onde apresentou uma comunicação intitulada “Screening Methods for Environmental Standards”
• International Conference in Reliability and Survival Analysis” – Dekalb, USA, May 1998
• VI Congresso Anual da Sociedade Portuguesa de Estatística”, Tomar, Portugal, Junho 1998, onde apresentou a comunicação, em colaboração com Marília Reis “Estimação em modelos BL(1,0,1,1) com resíduos exponenciais”.
• Stochastic Processes and Their Applications Conference” Oregon State University, USA, July 1998
• Extremes – Risk and Safety Conference” – Gothenburg, August 1998, onde apresentou a comunicação, em colaboração com Patrícia Bermudez, “Bayesian Approach to Extreme Quantile Estimation through Threshold Methods”.
• 51ª Session of the International Statistical Institute, Istanbul, Turquia, Agosto de 1997 onde apresentou a comunicação "Extremes of Aggregated Time Series"
• 5º Congresso Anual da Sociedade Portuguesa de Estatística, Curia, 1997, onde apresentou, em colaboração, os seguintes trabalhos:
"Modelos de regime para dados de precipitação".(em colaboração com M. Reis e M.A. Amaral Turkman)
"Analysis of cordiovascular data." (em colaboração com P. Bermudez, R. Schmitz e W. Urfer)
"On the parameter estimation of the first order bilinear time series model by using penalty functions".(em colaboração com M. Scotto)
• Conferência sobre Processos pontuais, Oberwolfach, Germany, 1997
onde apresentou “Point Processes and non-linear time series”
• 4º Congresso Anual da Sociedade Portuguesa de Estatística, Funchal, Junho de 1996.
• III Conferência SPRUCE, Mérida-Méxica, Dezembro de 1995, como Vice-Presidente da Conferência e onde apresentou, em colaboração com M. A. Amaral Turkman, a comunicação "Optimal Screening Methods in the Detection of Water Contamination".
• 2º Congresso Anual da Sociedade Portuguesa de Estatística, Luso, Junho de 1994, onde apresentou, em colaboração com M. A. Amaral Turkman, a comunicação "Tail Probability Estimation: A Bayesian Approach".
• SPRUCE II: Statistics of Water, Harpenden, England 1993, como Vice-Presidente da Conferência
• I Congresso Anual da Sociedade Portuguesade Estatística, Vimeiro 1993.
• Conference on Extreme Value Theoy and its applications. Gaithersburg, Maryland, com "The measurement of averages and extremes of environmental variables" (em colaboração com C.W. Anderson).
• Royal Statistical Society Conference, Sheffield 1992, com "Limiting Distributions of sums of sequences defined on a Markov Chain ".
• 1ª Conferência em Estatística e Optimização, Tróia 1990,.com "Some asymptotic results on the periodogram of stationary time series".
• 53rd IMS Annual Meeting and 2nd Bernoulli Society World Congress, Uppsala, Sweden, 1990, com "Limiting Joint Distributions of Sums and Maxima"(with C.W. Anderson) e "On the Asymptotic Distribution of Maxima of Sequences Defined on a Markov Chain".
• International Conference on Recent Developments in Statistical Data Analysis and Inference, Universidade de Neuchâtel, 1989, com "Some Results on Sums and Maxima of Stationary Sequences".
• The Eighteenth Conference on Stochastic Processes and Their Applications, University of Wisconsin - Madison, 1989, com "Sums and Maxima of Stationary Sequences".
• 1st International Conference of the Bernoulli Society, Tashkent, URSS, 1986, with "Almost Sure Bounds For The Periodogram of Stationary Gaussian Processes".
• III Meeting of Statistics and Operations Research, Lagos 1984, com a comunicação "Model Identification for Univariate Extreme Samples".
• 14th International Conference on Stochastic Processes and Applications, Goteburg 1984, com "Some almost sure bounds for the maxima of trigonometric polynomials with random coefficients".
• NATO ASI on Statistical Extremes and Applications,Vimeiro 1983, com"On the asymptotic upcrossings of a class on non-stationary sequences".
• IX Jornadas Hispano-Lusas de Matemática, Salamanca 1982, com "On the asymptotic poisson behaviour of the upcrossings of trigonometric polynomials with random coefficients".
• VIII Jornadas Luso-Espanholas de Matemática, Coimbra 1981, com "Limit Laws for the Maximum of a Quasi-Stationary Sequence".

Comunicações orais por convite

• Quantification of annual wildfire risk; A spatio-temporal point process approach. Keynote speaker at XI Congreso Galego de Estatistica e Investigacion de Operacions
A Coruna, 24-26 October2013

• Annual Fire Risk Maps: Some Statistical Issues. International Conference on Advances in Interdisciplinary Statistics and Combinatorics, The University of North Carolina, Greensboro, 5-7 October, 2012. Invited speaker and invited organizer of two sessions

• Some statistical issues in the construction of annual fire risk maps based on fire frequency data. VI International Workshop on Spatio-Temporal Modelling. Invited speaker, Guimarães, Portugal, 12-14 September 2012

•Annual Fire Risk Maps. 17th European meeting of young statisticans 5-9 September 2011 Lisbon portugal. Invited speaker

• Why Non-Linear Time Series Have Heavy Tails.7th International Statisctics Congress, 28 April-01 May 2011, Antalya Turkey keynote speaker

•Spec. Inv. Session: Discrete Time Markov Models in Manpower Planning. MSMPRF 2011. Workshop in Markov and Semi Markov Processes and related fields, Porto Carras, 20-23 September 2011

•SPE-CIM-SPM joint one day conference on Chaos and Randomness. Department of MAthematics, University of Porto, 4 March 2011 Invited speaker

• Discrete-Continuous Time Extremes of Stationary Processes. (invited speaker) Half-day Workshop on Spatio-temporal Modelling, FCUL, Lisbon 11/01/11

• Wildfires: some statistical issues. Session Wildfire and Extreme Risks, In Workshop on Statistical Aspects of Environmental Risk, Statistical and Applied Mathematical Sciences institute (SAMSI) - Research Triangle Park, Raleigh (NC), USA, 07-09, April . Invited speaker

• CIM/CRM Workshop on Financial time series , Coimbra, Portugal, June 2008

• Modeling strategies for spatial extremes; A case study in extreme fire sizes. Spatial extremes and applications. Workshop on Risk, rare events and Extremes: Spatial extremes and applications. Lausanne, July 13-17 2009. http://extremes.epfl.ch/webdav/site/extremes/users/111184/public/WorkshopJuly09/Turkman.pdf

• Models for extremes of spatio-temporal data, International Workshop on Applied Probability, 2008 International workshop on Applied Probability, Université de Technologie de Compiègne, France, July 7-10 2008

• Extremes of Continuous Processes and Their Discrete Versions. PCI 2008 Problems of Cybernetics and Informatics, 10-12 September 2008, Baku, Azerbeijan. (keynote speaker).

• CIM/CRM Workshop on Finantial time series , Coimbra, Portugal June 2008.( http://www.cim.pt/wfts2008/program.htm)

• International Conference on Advances in Interdisciplinary statistics and Combinatorics, October 12-14, 2007, University of North Carolina http://www.uncg.edu/mat/aisc/

• Workshop on Smoothing-Based and Gaussian -Process-Based Methods for Non-Parametric Regression in Environmental problems, March 26-30, 2007 Edinburg http://icms.org.uk/workshop.php?id=1

• 5th Conference on Extreme value Analysis, July 23-27, 2007 Bern http://www.imsv.unibe.ch/eva2007

• ISI 2007, 22-29 August, Lisbon. SPRUCE session STCPM33 on Environmental change- What is the evidence? http://www.isi2007.com.pt


• Extremes of Continuous Processes and Their Discrete Skeletons, 3rd International Symposium on Extreme Value Analysis: Theory and Practice, Aveiro, 2004

• “Extremal behaviour of Volterra polynomials and its use in signal processing, The Fourth World Congress of Nonlinear Analysis, Orlando, USA, 2004

• National Atmospheric Research Centre, Boulder, USA, Seminar “Prediction of Events”, 2002

• Colorado State University, USA, Seminar “Non linear Prediction”, 2002



• WCNA-2000 - The third World Congress of NonLinear Analysts” – Sicilia, July 2000, onde apresentou a comunicação convidada “Extremal Behaviour of Trigonometric Polynomials with Random Coefficients”.
• Simpósio sob o tema “Environmental Statistics”, Londres, Maio de 1998, a convite da NOVARTIS Foundation.
• IV Conference SPRUCE, Enschede, Holand, Setembro de 1997, como Vice-Presidente da Conferência
• Workshop on Nonparametric and semiparametric statistical methods, Coimbra, with invited lectures on non-linear time series models. 1997
• 3º Congresso Anual da Sociedade Portuguesa de Estatística, Guimarães, Junho de 1995, onde apresentou a comunicação convidada "Extremes of of non-linear time series."
• SPRUCE II: Statistics of Water, Harpenden, England 1993, como Vice-Presidente da Conferência
• Série de lições sobre "Extreme values of Stochastic Sequences" no Institute of Mathematics and Mechanics of the Academy of Sciences, Azerbeijan, 1990.
• Manchester-Sheffield School of Probability and Statistics, Sheffield 1987, com " Statistical Choice of Extremes".
• Manchester-Sheffield School of Probability and Statistics, Sheffield 1984, com "Almost sure limiting behaviour of the periodogram"