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Ana Cristina Moreira Freitas
Ana Cristina Moreira Freitas
Faculdade de Economia da Universidade do Porto
Verified email at fep.up.pt
Title
Cited by
Cited by
Year
Extremes and recurrence in dynamical systems
V Lucarini, D Faranda, JMM de Freitas, M Holland, T Kuna, M Nicol, ...
John Wiley & Sons, 2016
2332016
Hitting time statistics and extreme value theory
ACM Freitas, JM Freitas, M Todd
Probability Theory and Related Fields 147 (3), 675-710, 2010
2052010
The extremal index, hitting time statistics and periodicity
ACM Freitas, JM Freitas, M Todd
Advances in Mathematics 231 (5), 2626-2665, 2012
992012
On the link between dependence and independence in extreme value theory for dynamical systems
ACM Freitas, JM Freitas
Statistics & Probability Letters 78 (9), 1088-1093, 2008
912008
Extreme value laws in dynamical systems for non-smooth observations
ACM Freitas, JM Freitas, M Todd
Journal of Statistical Physics 142 (1), 108-126, 2011
812011
The compound Poisson limit ruling periodic extreme behaviour of non-uniformly hyperbolic dynamics
ACM Freitas, JM Freitas, M Todd
Communications in Mathematical Physics 321 (2), 483-527, 2013
612013
Speed of convergence for laws of rare events and escape rates
ACM Freitas, JM Freitas, M Todd
Stochastic Processes and their Applications 125 (4), 1653-1687, 2015
432015
Extreme values for Benedicks–Carleson quadratic maps
ACM Freitas, JM Freitas
Ergodic Theory and Dynamical Systems 28 (4), 1117-1133, 2008
382008
Rare events for the Manneville–Pomeau map
ACM Freitas, JM Freitas, M Todd, S Vaienti
Stochastic Processes and their Applications 126 (11), 3463-3479, 2016
362016
Extreme value laws for non stationary processes generated by sequential and random dynamical systems
ACM Freitas, JM Freitas, S Vaienti
292017
Clustering of extreme events created by multiple correlated maxima
D Azevedo, ACM Freitas, JM Freitas, FB Rodrigues
Physica D: Nonlinear Phenomena 315, 33-48, 2016
252016
Limiting behaviour of a geometric-type estimator for tail indices
M Brito, ACM Freitas
Insurance: Mathematics and Economics 33 (2), 211-226, 2003
252003
Dynamical counterexamples regarding the extremal index and the mean of the limiting cluster size distribution
M Abadi, ACM Freitas, JM Freitas
Journal of the London Mathematical Society 102 (2), 670-694, 2020
212020
Extreme value laws for dynamical systems with countable extremal sets
D Azevedo, ACM Freitas, JM Freitas, FB Rodrigues
Journal of Statistical Physics 167 (5), 1244-1261, 2017
212017
Extremal dichotomy for uniformly hyperbolic systems
M Carvalho, ACM Freitas, JM Freitas, M Holland, M Nicol
Dynamical Systems 30 (4), 383-403, 2015
212015
Convergence of marked point processes of excesses for dynamical systems
ACM Freitas, JM Freitas, M Magalhães
Journal of the European Mathematical Society 20 (9), 2131-2179, 2018
162018
Complete convergence and records for dynamically generated stochastic processes
AC Freitas, J Freitas, M Magalhães
Transactions of the American Mathematical Society 373 (1), 435-478, 2020
132020
Extreme Value Laws for sequences of intermittent maps
AC Freitas, J Freitas, S Vaienti
Proceedings of the American Mathematical Society 146 (5), 2103-2116, 2018
132018
Weak convergence of a bootstrap geometric-type estimator with applications to risk theory
M Brito, ACM Freitas
Insurance: Mathematics and Economics 38 (3), 571-584, 2006
112006
Consistent estimation of the tail index for dependent data
M Brito, ACM Freitas
Statistics & probability letters 80 (23-24), 1835-1843, 2010
102010
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