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Faculty

  • Ana Cristina Moreira de Freitas

    amoreira@fep.up.pt

  • Research Area

    Extreme Value Theory

  • Institution

    University of Porto

  • PhD

    Institution: University of Porto
    Year: 2005

  • Main research publications

    • The compound Poisson limit ruling periodic extreme behaviour of non-uniformly hyperbolic dynamics (with J.M. Freitas, M. Todd) ", Comm. Math. Phys. 321 (2013)
    • Extremal Index, Hitting Time Statistics and periodicity (with J.M. Freitas, M. Todd) ", Adv. Math. 231 (2012)
    • Hitting Time Statistics and Extreme Value Theory (with J.M. Freitas, M. Todd) ", Probab. Theory Related Fields 147 (2010)
    • Edgeworth expansion for an estimator of the adjustment coefficient (with M. Brito) ", Insurance Math. Econom. 43 (2008)
    • Limiting behaviour of a geometric-type estimator for tail indices (with M. Brito) ", Insurance Math. Econom. 33 (2003)
  • PhD Students

    • Extreme values. High order quantiles and applications. co-supervision with Margarida Brito, 2014

Research and Events

Events

  • Research Seminar Program (RSP)
    2017/18 second session
    Room 2.5, DMat UC
    March 9, 2018
  • PhD Defense
    Muhammad Ali Khan - Statistical instability in chaotic dynamics
    Room 031, Dep. Mathematics, Univ. Porto
    March 9, 2018
  • PhD Defense
    Anderson Feitoza Leitão Maia - Sharp regularity for the inhomogeneous porous medium equation
    14:30 - Sala dos Capelos, Univ. Coimbra
    March 21, 2018
More Events

Defended Theses

  • Forward-backward stochastic differential equations and applications
      Rui Manuel Tavares Pinto de Sá Pereira (January 2018)
      Evelina Shamarova
      Margarida Brito
  • Pseudomonads and descent
      Fernando Lucatelli Nunes (January 2018)
      Maria Manuel Clementino
  • Descent theory of (T,V)-categories: global-descent and étale-descent
      Pier Giorgio Basile (September 2017)
      Maria Manuel Clementino
More Theses