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
Hitting time statistics and extreme value theory
ACM Freitas, JM Freitas, M Todd
Probability Theory and Related Fields 147 (3-4), 675-710, 2010
1552010
Extremes and recurrence in dynamical systems
V Lucarini, D Faranda, JMM de Freitas, M Holland, T Kuna, M Nicol, ...
John Wiley & Sons, 2016
1362016
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
882008
The extremal index, hitting time statistics and periodicity
ACM Freitas, JM Freitas, M Todd
Advances in Mathematics 231 (5), 2626-2665, 2012
872012
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
682011
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
512013
Extreme values for Benedicks–Carleson quadratic maps
ACM Freitas, JM Freitas
Ergodic Theory and Dynamical Systems 28 (4), 1117-1133, 2008
372008
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
312015
Limiting behaviour of a geometric-type estimator for tail indices
M Brito, ACM Freitas
Insurance: Mathematics and Economics 33 (2), 211-226, 2003
212003
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
192016
Extreme value laws for non stationary processes generated by sequential and random dynamical systems
ACM Freitas, JM Freitas, S Vaienti
Annales de l'Institut Henri Poincaré, Probabilités et Statistiques 53 (3 …, 2017
172017
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
162016
Extremal dichotomy for uniformly hyperbolic systems
M Carvalho, ACM Freitas, JM Freitas, M Holland, M Nicol
Dynamical Systems 30 (4), 383-403, 2015
132015
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
122017
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
112018
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
102006
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
92020
Consistent estimation of the tail index for dependent data
M Brito, ACM Freitas
Statistics & probability letters 80 (23-24), 1835-1843, 2010
92010
Statistics of the maximum for the tent map
ACM Freitas
Chaos, Solitons & Fractals 42 (1), 604-608, 2009
92009
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
82018
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Articles 1–20