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The effect of long-term correlations on the return periods of rare events · Study

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ArticleThe effect of long-term correlations on the return periods of rare events

Armin Bunde A2003

Article2003

The effect of long-term correlations on the return periods of rare events

Armin Bunde A · Jan F. Eichner · Shlomo Havlin · Jan W. Kantelhardt

103 citations·0/0 files stored·Physica A Statistical Mechanics and its Applications

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Complex Systems and Time Series Analysis Probability and Risk Models Statistical Mechanics and Entropy

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References

1969Some long‐run properties of geophysical records 1966Long-Term Storage: An Experimental Study.1998Indication of a Universal Persistence Law Governing Atmospheric Variability 1997Correlations in economic time series 2003Power-law persistence and trends in the atmosphere: A detailed study of long temperature records 2003Multifractality of river runoff and precipitation: comparison of fluctuation analysis and wavelet methods 2003Long-term persistence in the sea surface temperature fluctuations 1995Extreme Value Theory and Applications

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2006Extreme value statistics in records with long-term persistence 2002Power-law persistence in the atmosphere and in the oceans 2009The effect of long-range dependence on modelling extremes with the generalised extreme value distribution

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Year2003

Typearticle

Published2003-09-22

VenuePhysica A Statistical Mechanics and its Applications

ISSN-L0378-4371

Languageen

Citations103

Files0 public / 0

ShelfComplex Systems and Time Series Analysis

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doi10.1016/j.physa.2003.08.004

openalex_workW2145996966

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