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Recurrence time analysis, long-term correlations, and extreme events
6 references·7 citing·33 second hop
Recurrence time analysis, long-term correlations, and extreme events (2005)Recurrence time analysis, long-term corre…Long-Term Memory: A Natural Mechanism for the Clustering of Extreme Events and Anomalous Residual Times in Climate Records (2005)Long-Term Memory: A Natural M…Multifractal detrended fluctuation analysis of nonstationary time series (2002)Multifractal detrended fluctu…Financial markets as adaptive systems (1998)Financial markets as adaptive…Time Series Analysis: Forecasting and Control. (1978)Time Series Analysis: Forecas…Time Series Analysis: Forecasting and Control (1977)Time Series Analysis: Forecas…Time Series Analysis Forecasting and Control. (1971)Time Series Analysis Forecast…Quantification of Long-Range Persistence in Geophysical Time Series: Conventional and Benchmark-Based Improvement Techniques (2013)Quantification of Long-Range …Emotional persistence in online chatting communities (2012)Emotional persistence in onli…On spurious and corrupted multifractality: The effects of additive noise, short-term memory and periodic trends (2011)On spurious and corrupted mul…Fractal and Multifractal Time Series (2011)Fractal and Multifractal Time…Return interval distribution of extreme events and long-term memory (2008)Return interval distribution …Statistics of return intervals in long-term correlated records (2007)Statistics of return interval…Extreme value statistics in records with long-term persistence (2006)Extreme value statistics in r…The Pricing of Options and Corporate Liabilities (1973)Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Generalized autoregressive conditional heteroskedasticity (1986)Econophysics: Can physicists contribute to the science of economics? (1999)Apparent multifractality in financial time series (2000)Econophysics: financial time series from a statistical physics point of view (2000)Long-Term Storage: An Experimental Study. (1966)Some long‐run properties of geophysical records (1969)Statistical properties of the volatility of price fluctuations (1999)Long-term persistence and multifractality of river runoff records: Detrended fluctuation studies (2005)Description of stochastic and chaotic series using visibility graphs (2010)Universal features of correlated bursty behaviour (2012)Fractional Brownian Motions, Fractional Noises and Applications (1968)Statistical Analysis of Extreme Values (2007)Time Series Analysis: Forecasting and Control (1977)Establishing a direct connection between detrended fluctuation analysis and Fourier analysis (2015)Complexity in Economic and Social Systems: Cryptocurrency Market at around COVID-19 (2020)Detecting long-range correlations with detrended fluctuation analysis (2001)Effect of trends on detrended fluctuation analysis (2001)Communication activity in a social network: relation between long-term correlations and inter-event clustering (2012)An Introduction to Econophysics: Correlations and Complexity in Finance (2000)Rescaled Range Analysis and Detrended Fluctuation Analysis: Finite Sample Properties and Confidence Intervals (2010)Multifractal detrended cross-correlation analysis for power markets (2013)Multifractal detrended cross-correlation analysis for two nonstationary signals (2008)Introduction to Multifractal Detrended Fluctuation Analysis in Matlab (2012)Physical approach to complex systems (2012)Distribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root (1981)Principles of forecasting : a handbook for researchers and practitioners (2001)25 years of time series forecasting (2006)The politics of attention: how government prioritizes problems (2006)Some recent development in a concept of causality (1988)Unit root tests in panel data: asymptotic and finite-sample properties (2002)
this work references cited by second hop

References

  • 1977Time Series Analysis: Forecasting and Control19,200 cited
  • 1971Time Series Analysis Forecasting and Control.6,714 cited
  • 1978Time Series Analysis: Forecasting and Control.5,299 cited
  • 2002Multifractal detrended fluctuation analysis of nonstationary time series3,650 cited
  • 2005Long-Term Memory: A Natural Mechanism for the Clustering of Extreme Events and Anomalous Residual Times in Climate Records353 cited
  • 1998Financial markets as adaptive systems118 cited

Cited by

  • 2007Statistics of return intervals in long-term correlated records144 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
  • 2006Extreme value statistics in records with long-term persistence102 cited
  • 2012Emotional persistence in online chatting communities100 cited
  • 2011On spurious and corrupted multifractality: The effects of additive noise, short-term memory and periodic trends89 cited

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