191 citations · 507 across the 16 of their papers we have counts for
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math.PR2018★ 4 cited
Clustering indices and decay of correlations in non-Markovian models
Miguel Abadi, Ana Cristina Moreira Freitas, Jorge Milhazes Freitas
When there is no independence, abnormal observations may have a tendency to appear in clusters instead of scattered along the time frame. Identifying clusters and estimating their…
math.DS2018★ 10 cited
Dynamical counterexamples regarding the Extremal Index and the mean of the limiting cluster size distribution
Miguel Abadi, Ana Cristina Moreira Freitas, Jorge Milhazes Freitas
The Extremal Index is a parameter that measures the intensity of clustering of rare events and is usually equal to the reciprocal of the mean of the limiting cluster size distribut…