Algoritmi | User | Ana Cristina Gomes Monteiro Moreira de Freitas

Ana Cristina Gomes Monteiro Moreira de Freitas

Ana Cristina Gomes Monteiro Moreira de Freitas

At LASI

Member of the CMUP R&D Unit

Academic Degree

Current Position

at

Personal Webpage

Personal Email

Orcid

0000-0002-7307-3441

Researcher ID

FCT Public Key

Ciência ID

8214-2EEA-998B

Google Scholar

Cluster distributions for dynamically defined point processes

Physica D: Nonlinear Phenomena

2024 | journal-article

Convergence to decorated Lévy processes in non-Skorohod topologies for dynamical systems

arXiv

2023 | other

Rare events for product fractal sets

Journal of Physics A: Mathematical and Theoretical

2021 | journal-article

Complete convergence and records for dynamically generated stochastic processes

Transactions of the American Mathematical Society

2020 | journal-article

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

Journal of the London Mathematical Society

2020 | journal-article

ENRICHED FUNCTIONAL LIMIT THEOREMS FOR DYNAMICAL SYSTEMS

arXiv

2020 | other

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

Journal of Statistical Physics

2020 | journal-article

Rare Events for Cantor Target Sets

Communications in Mathematical Physics

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

Journal of the European Mathematical Society

2018 | journal-article

Extreme value laws for sequences of intermittent maps

Proceedings of the American Mathematical Society

2018 | journal-article

Extreme Value Laws for Dynamical Systems with Countable Extremal Sets

Journal of Statistical Physics

2017 | journal-article

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

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

2017 | journal-article

Bias-corrected geometric-type estimators of the tail index

Journal of Physics A: Mathematical and Theoretical

2016 | journal-article

Clustering of extreme events created by multiple correlated maxima

Physica D: Nonlinear Phenomena

2016 | journal-article

Extremes and recurrence in dynamical systems

Extremes and Recurrence in Dynamical Systems

2016 | book

Rare events for the Manneville–Pomeau map

Stochastic Processes and their Applications

2016 | journal-article

Tail prepivoting for the Hill estimator

Journal of Physics A: Mathematical and Theoretical

2016 | journal-article

Extremal dichotomy for uniformly hyperbolic systems

Dynamical Systems

2015 | conference-paper

Speed of convergence for laws of rare events and escape rates

Stochastic Processes and their Applications

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

Communications in Mathematical Physics

2013 | journal-article

The extremal index, hitting time statistics and periodicity

Advances in Mathematics

2012 | journal-article

Extreme Value Laws in Dynamical Systems for Non-smooth Observations

Journal of Statistical Physics

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

Statistics and Probability Letters

2010 | journal-article

Hitting time statistics and extreme value theory

Probability Theory and Related Fields

2010 | journal-article

Statistics of the maximum for the tent map

Chaos, Solitons and 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 and Dynamical Systems

2008 | journal-article

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

Statistics and Probability Letters

2008 | journal-article

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

Insurance: Mathematics and Economics

2006 | journal-article

Limiting behaviour of a geometric-type estimator for tail indices

Insurance: Mathematics and Economics

2003 | journal-article

Cluster distributions for dynamically defined point processes

Physica D: Nonlinear Phenomena

2024 | journal-article

Convergence to decorated Lévy processes in non-Skorohod topologies for dynamical systems

arXiv

2023 | other

Rare events for product fractal sets

Journal of Physics A: Mathematical and Theoretical

2021 | journal-article

Complete convergence and records for dynamically generated stochastic processes

Transactions of the American Mathematical Society

2020 | journal-article

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

Journal of the London Mathematical Society

2020 | journal-article

ENRICHED FUNCTIONAL LIMIT THEOREMS FOR DYNAMICAL SYSTEMS

arXiv

2020 | other

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

Journal of Statistical Physics

2020 | journal-article

Rare Events for Cantor Target Sets

Communications in Mathematical Physics

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

Journal of the European Mathematical Society

2018 | journal-article

Extreme value laws for sequences of intermittent maps

Proceedings of the American Mathematical Society

2018 | journal-article

Extreme Value Laws for Dynamical Systems with Countable Extremal Sets

Journal of Statistical Physics

2017 | journal-article

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

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

2017 | journal-article

Bias-corrected geometric-type estimators of the tail index

Journal of Physics A: Mathematical and Theoretical

2016 | journal-article

Clustering of extreme events created by multiple correlated maxima

Physica D: Nonlinear Phenomena

2016 | journal-article

Extremes and recurrence in dynamical systems

Extremes and Recurrence in Dynamical Systems

2016 | book

Rare events for the Manneville–Pomeau map

Stochastic Processes and their Applications

2016 | journal-article

Tail prepivoting for the Hill estimator

Journal of Physics A: Mathematical and Theoretical

2016 | journal-article

Extremal dichotomy for uniformly hyperbolic systems

Dynamical Systems

2015 | conference-paper

Speed of convergence for laws of rare events and escape rates

Stochastic Processes and their Applications

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

Communications in Mathematical Physics

2013 | journal-article

The extremal index, hitting time statistics and periodicity

Advances in Mathematics

2012 | journal-article

Extreme Value Laws in Dynamical Systems for Non-smooth Observations

Journal of Statistical Physics

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

Statistics and Probability Letters

2010 | journal-article

Hitting time statistics and extreme value theory

Probability Theory and Related Fields

2010 | journal-article

Statistics of the maximum for the tent map

Chaos, Solitons and 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 and Dynamical Systems

2008 | journal-article

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

Statistics and Probability Letters

2008 | journal-article

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

Insurance: Mathematics and Economics

2006 | journal-article

Limiting behaviour of a geometric-type estimator for tail indices

Insurance: Mathematics and Economics

2003 | journal-article

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