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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
2982016
Hitting time statistics and extreme value theory
ACM Freitas, JM Freitas, M Todd
Probability Theory and Related Fields 147 (3), 675-710, 2010
2172010
The extremal index, hitting time statistics and periodicity
ACM Freitas, JM Freitas, M Todd
Advances in Mathematics 231 (5), 2626-2665, 2012
1092012
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
972008
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
902011
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
702013
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
472015
Extreme values for Benedicks–Carleson quadratic maps
ACM Freitas, JM Freitas
Ergodic Theory and Dynamical Systems 28 (4), 1117-1133, 2008
402008
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
382016
Extreme value laws for non stationary processes generated by sequential and random dynamical systems
ACM Freitas, JM Freitas, S Vaienti
342017
Limiting behaviour of a geometric-type estimator for tail indices
M Brito, ACM Freitas
Insurance: Mathematics and Economics 33 (2), 211-226, 2003
262003
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
242016
Extremal dichotomy for uniformly hyperbolic systems
M Carvalho, ACM Freitas, JM Freitas, M Holland, M Nicol
Dynamical Systems 30 (4), 383-403, 2015
242015
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
222017
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
202020
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
192018
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
182020
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
142018
Statistics of the maximum for the tent map
ACM Freitas
Chaos, Solitons & Fractals 42 (1), 604-608, 2009
132009
Consistent estimation of the tail index for dependent data
M Brito, ACM Freitas
Statistics & probability letters 80 (23-24), 1835-1843, 2010
112010
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Articles 1–20