Ana Cristina Freitas

Dynamical Systems
Mathematical Models and Applications
Probability and Statistics

Faculdade de Economia da Universidade do Porto

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Publications

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2020

Complete convergence and records for dynamically generated stochastic processes

Transactions of the American Mathematical Society

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M. Magalhães

2019

Clustering indices and decay of correlations in non-Markovian models

Nonlinearity

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M. Abadi

2018

Convergence of marked point processes of excesses for dynamical systems

Journal of the European Mathematical Society

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M. Magalhães

Extreme value laws for sequences of intermittent maps

Proceedings of the American Mathematical Society

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S. Vaienti

2017

Extreme Value Laws for Dynamical Systems with Countable Extremal Sets

Journal of Statistical Physics

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D. Azevedo

F.B. Rodrigues

Extreme Value Laws for non stationary processes generated by sequential and random dynamical systems

Annales de l'institut Henri Poincare (B) Probability and Statistics

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S. Vaienti

2016

Bias-corrected geometric-type estimators of the tail index

Journal of Physics A: Mathematical and Theoretical

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L. Cavalcante

Clustering of extreme events created by multiple correlated maxima

Physica D: Nonlinear Phenomena

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D. Azevedo

F.B. Rodrigues

Extremes and recurrence in dynamical systems

Extremes and Recurrence in Dynamical Systems

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V. Lucarini

D. Faranda

M. Holland

T. Kuna

M. Nicol

M. Todd

S. Vaienti

Rare events for the Manneville–Pomeau map

Stochastic Processes and their Applications

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M. Todd

S. Vaienti

Tail prepivoting for the Hill estimator

Journal of Physics A: Mathematical and Theoretical

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2015

Extremal dichotomy for uniformly hyperbolic systems

Dynamical Systems

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M. Holland

M. Nicol

Speed of convergence for laws of rare events and escape rates

Stochastic Processes and their Applications

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M. Todd

2013

Asymptotic distribution of the maximum for a chaotic economic model

Studies in Theoretical and Applied Statistics, Selected Papers of the Statistical Societies

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The Compound Poisson Limit Ruling Periodic Extreme Behaviour of Non-Uniformly Hyperbolic Dynamics

Communications in Mathematical Physics

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M. Todd

2012

The extremal index, hitting time statistics and periodicity

Advances in Mathematics

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M. Todd

2011

Extreme Value Laws in Dynamical Systems for Non-smooth Observations

Journal of Statistical Physics

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M. Todd

Statistical properties of the maximum for non-uniformly hyperbolic dynamics

Springer Proceedings in Mathematics

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M. Todd

2010

Consistent estimation of the tail index for dependent data

Statistics and Probability Letters

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Hitting time statistics and extreme value theory

Probability Theory and Related Fields

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M. Todd