Ana Cristina Moreira Freitas

In Press
Freitas AC, Freitas JM, Magalhães MA. Convergence of Marked Point Processes of Excesses for Dynamical Systems. Journal of the European Mathematical Society. In Press.
Freitas AC, Freitas JM, Vaienti S. Extreme value laws for non stationary processes generated by sequential and random dynamical systems. Ann. Inst. Henri Poincaré Probab. Stat.. 2017;53:1341-1370.
Azevedo D, Freitas AC, Freitas JM, Rodrigues FB. Extreme value laws for dynamical systems with countable extremal sets. J. Stat. Phys.. 2017;167:1244-1261.
Azevedo D, Freitas AC, Freitas JM, Rodrigues FB. Clustering of extreme events created by multiple correlated maxima. Phys. D. 2016;315:33-48.
Freitas AC, Freitas JM, Todd M, Vaienti S. Rare events for the Manneville–Pomeau map. Stochastic Process. Appl.. 2016;126:3463-3479.
Brito M, Freitas AC, Freitas JM. Tail prepivoting for the Hill estimator. J. Phys. A. 2016;49:194004, 12.
Lucarini V, Faranda D, Freitas AC, Freitas JM, Holland M, Kuna T, et al. Extremes and recurrence in dynamical systems John Wiley & Sons, Inc., Hoboken, NJ 2016.
Brito M, Cavalcante L, Freitas AC. Bias-corrected geometric-type estimators of the tail index. J. Phys. A. 2016;49:214003, 30.
Brito M, Cavalcante L, Freitas AC. Modelling of extremal earthquakes. Vol Mathematics of Energy and Climate Change Springer 2015.
Freitas AC, Freitas JM, Todd M. Speed of convergence for laws of rare events and escape rates. Stochastic Process. Appl.. 2015;125:1653-1687.
Carvalho M, Freitas AC, Freitas JM, Holland M, Nicol M. Extremal dichotomy for uniformly hyperbolic systems. Dyn. Syst.. 2015;30:383-403.
Freitas AC. Asymptotic distribution of the maximum for a chaotic economic model. J. da Silva L, Caeiro F., Natário I., Braumann C.A, editors Springer 2013.
Freitas AC, Freitas JM, Todd M. The compound Poisson limit ruling periodic extreme behaviour of non-uniformly hyperbolic dynamics. Comm. Math. Phys.. 2013;321:483-527.
Freitas AC, Freitas JM, Todd M. The extremal index, hitting time statistics and periodicity. Adv. Math.. 2012;231:2626-2665.
Freitas AC, Freitas JM, Todd M. Statistical properties of the maximum for non-uniformly hyperbolic dynamics. Vol Dynamics, games and science. {I} Portugal, Braga: Springer, Heidelberg 2011 (Springer Proc. Math.; vol Dynamics, games and science. {I}).
Freitas AC, Freitas JM, Todd M. Extreme value laws in dynamical systems for non-smooth observations. J. Stat. Phys.. 2011;142:108-126.
Brito M, Freitas AC. Consistent estimation of the tail index for dependent data. Statist. Probab. Lett.. 2010;80:1835-1843.
Freitas AC, Freitas JM, Todd M. Hitting time statistics and extreme value theory. Probab. Theory Related Fields. 2010;147:675-710.
Freitas AC. Statistics of the maximum for the tent map. Chaos Solitons Fractals. 2009;42:604-608.
Freitas AC, Freitas JM. Extreme values for Benedicks-Carleson quadratic maps. Ergodic Theory Dynam. Systems. 2008;28:1117-1133.
Freitas AC, Freitas JM. On the link between dependence and independence in extreme value theory for dynamical systems. Statist. Probab. Lett.. 2008;78:1088-1093.
Brito M, Freitas AC. Edgeworth expansion for an estimator of the adjustment coefficient. Insurance Math. Econom.. 2008;43:203-208.
Brito M, Freitas AC. Weak convergence of a bootstrap geometric-type estimator with applications to risk theory. Insurance Math. Econom.. 2006;38:571-584.
Brito M, Freitas AC. Limiting behaviour of a geometric-type estimator for tail indices. Insurance Math. Econom.. 2003;33:211-226.