Ana Cristina Freitas

Dynamical Systems
Mathematical Models and Applications
Probability and Statistics

Faculdade de Economia da Universidade do Porto

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ORCID CiênciaID ResearcherID Scopus Mr. Author ID Authenticus ID
2011

Statistical Properties of the Maximum for Non-Uniformly Hyperbolic Dynamics

Dynamics, Games and Science I | 2011 | inproceedings

M Todd
2010

Consistent estimation of the tail index for dependent data

Statistics & Probability Letters | 2010 | article
2010

Hitting time statistics and extreme value theory

Probability Theory and Related Fields | 2010 | article

M Todd
2009

Statistics of the maximum for the tent map

Chaos Solitons & Fractals | 2009 | article
2008

Edgeworth expansion for an estimator of the adjustment coefficient

Insurance Mathematics & Economics | 2008 | article
2008

Extreme values for Benedicks-Carleson quadratic maps

Ergodic Theory and Dynamical Systems | 2008 | article
2008

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

Statistics & Probability Letters | 2008 | article
2006

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

Insurance Mathematics & Economics | 2006 | article
2003

Limiting behaviour of a geometric-type estimator for tail indices

Insurance Mathematics & Economics | 2003 | article