Rare events for product fractal sets

J. Phys. A

2021 | journal-article

Complete convergence and records for dynamically generated stochastic processes

Trans. Amer. Math. Soc.

2020 | journal-article

Dynamical counterexamples regarding the extremal index and the mean of the limiting cluster size distribution

J. Lond. Math. Soc. (2)

2020 | journal-article

Point Processes of Non stationary Sequences Generated by Sequential and Random Dynamical Systems

J. Stat. Phys.

2020 | journal-article

Rare events for Cantor target sets

Comm. Math. Phys.

2020 | journal-article

Clustering indices and decay of correlations in non-Markovian models

Nonlinearity

2019 | journal-article

Convergence of marked point processes of excesses for dynamical systems

J. Eur. Math. Soc. (JEMS)

2018 | journal-article

Extreme value laws for sequences of intermittent maps

Proc. Amer. Math. Soc.

2018 | journal-article

Extreme Value Laws for Dynamical Systems with Countable Extremal Sets

J. Stat. Phys.

2017 | journal-article

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

Ann. Inst. Henri Poincaré Probab. Stat.

2017 | journal-article

Bias-corrected geometric-type estimators of the tail index

J. Phys. A

2016 | journal-article

Clustering of extreme events created by multiple correlated maxima

Phys. D

2016 | journal-article

Extremes and recurrence in dynamical systems

2016 | book

Rare events for the Manneville--Pomeau map

Stochastic Process. Appl.

2016 | journal-article

Tail prepivoting for the Hill estimator

J. Phys. A

2016 | journal-article

Extremal dichotomy for uniformly hyperbolic systems

Dyn. Syst.

2015 | journal-article

Speed of convergence for laws of rare events and escape rates

Stochastic Process. Appl.

2015 | journal-article

Asymptotic distribution of the maximum for a chaotic economic model

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

2013 | book-chapter

The compound Poisson limit ruling periodic extreme behaviour of non-uniformly hyperbolic dynamics

Comm. Math. Phys.

2013 | journal-article

The extremal index, hitting time statistics and periodicity

Adv. Math.

2012 | journal-article

Extreme value laws in dynamical systems for non-smooth observations

J. Stat. Phys.

2011 | journal-article

Statistical properties of the maximum for non-uniformly hyperbolic dynamics

Springer Proceedings in Mathematics

2011 | conference-paper

Consistent estimation of the tail index for dependent data

Statist. Probab. Lett.

2010 | journal-article

Hitting time statistics and extreme value theory

Probab. Theory Related Fields

2010 | journal-article

Statistics of the maximum for the tent map

Chaos Solitons Fractals

2009 | journal-article

Edgeworth expansion for an estimator of the adjustment coefficient

Insurance Math. Econom.

2008 | journal-article

Extreme values for Benedicks-Carleson quadratic maps

Ergodic Theory Dynam. Systems

2008 | journal-article

On the link between dependence and independence in extreme value theory for dynamical systems

Statist. Probab. Lett.

2008 | journal-article

Weak convergence of a bootstrap geometric-type estimator with applications to risk theory

Insurance Math. Econom.

2006 | journal-article

Limiting behaviour of a geometric-type estimator for tail indices

Insurance Math. Econom.

2003 | journal-article