2024

Cluster distributions for dynamically defined point processes

Physica D-nonlinear Phenomena | 2024 | article
2024

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

Electronic Journal of Probability | 2024 | article

I Melbourne

M Todd

2021

Rare events for product fractal sets *

Journal of Physics A-mathematical and Theoretical | 2021 | article
2020

Complete Convergence and Records For Dynamically Generated Stochastic Processes

Transactions of the American Mathematical Society | 2020 | article
2020

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

Journal of the London Mathematical Society-second Series | 2020 | article
2020

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

Journal of Statistical Physics | 2020 | article
2020

Rare Events for Cantor Target Sets

Communications in Mathematical Physics | 2020 | article

FB Rodrigues

JV Soares

2019

Clustering indices and decay of correlations in non-Markovian models

Nonlinearity | 2019 | article
2018

Convergence of marked point processes of excesses for dynamical systems

Journal of the European Mathematical Society | 2018 | article
2018

Extreme Value Laws For Sequences of Intermittent Maps

Proceedings of the American Mathematical Society | 2018 | article
2017

Extreme Value Laws for Dynamical Systems with Countable Extremal Sets

Journal of Statistical Physics | 2017 | article

D Azevedo

FB Rodrigues

2017

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

Annales De L Institut Henri Poincare-probabilites Et Statistiques | 2017 | article
2016

Bias-corrected geometric-type estimators of the tail index

Journal of Physics A-mathematical and Theoretical | 2016 | article
2016

Clustering of extreme events created by multiple correlated maxima

Physica D-nonlinear Phenomena | 2016 | article

D Azevedo

FB Rodrigues

2016

Extremes and recurrence in dynamical systems

Extremes and Recurrence in Dynamical Systems | 2016 | book

D Faranda

M Holland

M Nicol

M Todd

S Vaienti

T Kuna

V Lucarini

2016

Rare events for the Manneville-Pomeau map

Stochastic Processes and their Applications | 2016 | article
2016

Tail prepivoting for the Hill estimator

Journal of Physics A-mathematical and Theoretical | 2016 | article
2015

Extremal dichotomy for uniformly hyperbolic systems

Dynamical Systems-an International Journal | 2015 | article
2015

Modeling of Extremal Earthquakes

Mathematics of Energy and Climate Change | 2015 | inproceedings
2015

Speed of convergence for laws of rare events and escape rates

Stochastic Processes and their Applications | 2015 | article

JM Freitas

M Todd

2015

Speed of convergence for laws of rare events and escape rates

Stochastic Processes and their Applications | 2015 | article
2013

Asymptotic distribution of the maximum for a chaotic economic model

Studies in Theoretical and Applied Statistics, Selected Papers of the Statistical Societies | 2013 | incollection
2013

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

Communications in Mathematical Physics | 2013 | article
2012

The extremal index, hitting time statistics and periodicity

Advances in Mathematics | 2012 | article
2011

Extreme Value Laws in Dynamical Systems for Non-smooth Observations

Journal of Statistical Physics | 2011 | article