Ana Cristina Moreira Freitas's Annual Report

Ana Cristina Moreira Freitas's Annual Report

Year: 

2013

Brief description of the research activities: 

We proposed two asymptotic equivalent bias corrected geometric-type estimators and established the corresponding asymptotic behaviour. We applied the suggested estimators to construct asymptotic confidence intervals for this tail parameter. We proved the convergence of rare events point processes, arising from dynamical systems with fast decay of correlations. These processes count, in a certain time frame, the number of extreme events, corresponding to the entrance in some small neighbourhoods of repelling periodic points. The limit obtained was a compound Poisson process with a geometric multiplicity distribution.

Projects: 

Articles in international peer reviewed journals : 

Proceedings classified as book chapters (peer reviewed): 

Papers accepted for publication in peer reviewed journals: 

Ana Cristina Moreira Freitas

Communications in international conferences : 

Authors: 

Ana Cristina Moreira Freitas

Title: 

Extremal index, hitting time statistics and periodicity

Name of the event: 

Non-equilibrium Statistical Mechanics and the Theory of Extreme Events in Earth Science

Start and end date: 

Tuesday, 8 January, 2013 to Friday, 11 January, 2013

Location / City: 

Reading

Country: 

UK

Authors: 

Ana Cristina Moreira Freitas

Title: 

Extremal behaviour of chaotic dynamics

Name of the event: 

Extremes in Vimeiro Today, in honour de Ivette Gomes

Start and end date: 

Sunday, 8 September, 2013 to Wednesday, 11 September, 2013

Location / City: 

Vimeiro

Country: 

Portugal

Communications in national conferences: 

Ana Cristina Moreira Freitas, Índice extremal e periodicidade em sistemas dinâmicos caóticoss, XXI congresso da SPE, Aveiro, Portugal, Saturday, 30 November, 2013 to Monday, 2 December, 2013

Talks / Seminars / Courses : 

Speakers
Ana Cristina Moreira Freitas

Seminars given (at CMUP): 

Student Mentoring: 

Extreme Values. High order quantiles and applications, 2014, SFRH/BD/60642/2009

Work visits: 

Department of Mathematics and Statistics, Universidade de Boston, Massachusetts, Estados Unidos da América, Março de 2013. Isaac Newton Institute for Mathematical Sciences, Cambridge, Reino Unido, Dezembro de 2013.