###### Algoritmi | User | Ana Cristina Gomes Monteiro Moreira de Freitas

Ana Cristina Gomes Monteiro Moreira de Freitas

Ana Cristina Gomes Monteiro Moreira de Freitas

Personal Email

Orcid

0000-0002-7307-3441Researcher ID

FCT Public Key

Ciência ID

8214-2EEA-998BGoogle Scholar

Publications (33)

**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