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Ana Cristina Moreira Freitas
Ana Cristina Moreira Freitas
Faculdade de Economia da Universidade do Porto
Geverifieerd e-mailadres voor fep.up.pt
Titel
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Jaar
Extremes and recurrence in dynamical systems
V Lucarini, D Faranda, JMM de Freitas, M Holland, T Kuna, M Nicol, ...
John Wiley & Sons, 2016
2302016
Hitting time statistics and extreme value theory
ACM Freitas, JM Freitas, M Todd
Probability Theory and Related Fields 147 (3), 675-710, 2010
2032010
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
792011
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
422015
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
282017
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
122018
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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Artikelen 1–20