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Long-Term Memory: A Natural Mechanism for the Clustering of Extreme Events and Anomalous Residual Times in Climate Records
4 references·16 citing·41 second hop
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References

  • 1969Some long‐run properties of geophysical records991 cited
  • 1966Long-Term Storage: An Experimental Study.766 cited
  • 1999Statistical properties of the volatility of price fluctuations730 cited
  • 1998Indication of a Universal Persistence Law Governing Atmospheric Variability659 cited

Cited by

  • 2012Universal features of correlated bursty behaviour311 cited
  • 2005Long-term persistence and multifractality of river runoff records: Detrended fluctuation studies301 cited
  • 2010Description of stochastic and chaotic series using visibility graphs252 cited
  • 2005Scaling and memory in volatility return intervals in financial markets248 cited
  • 2009Scaling laws of human interaction activity243 cited
  • 2009Fractal and Multifractal Time Series242 cited
  • 2009Common ecology quantifies human insurgency222 cited
  • 2009Beyond Word Frequency: Bursts, Lulls, and Scaling in the Temporal Distributions of Words192 cited
  • 2005Recurrence time analysis, long-term correlations, and extreme events177 cited
  • 2006Scaling and memory of intraday volatility return intervals in stock markets156 cited
  • 2007Effect of Nonlinear Correlations on the Statistics of Return Intervals in Multifractal Data Sets

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155 cited
  • 2007Statistics of return intervals in long-term correlated records144 cited
  • 2010Effect of extreme data loss on long-range correlated and anticorrelated signals quantified by detrended fluctuation analysis124 cited
  • 2008Return interval distribution of extreme events and long-term memory113 cited
  • 2011Fractal and Multifractal Time Series108 cited
  • 2013Quantification of Long-Range Persistence in Geophysical Time Series: Conventional and Benchmark-Based Improvement Techniques107 cited