Universal and non-universal properties of recurrence intervals of rare events

DOI10.1016/J.PHYSA.2015.12.082zbMath1400.62203OpenAlexW2217904191MaRDI QIDQ1619224

Xiaojun Zhao, Aijing Lin, Pengjian Shang

Publication date: 13 November 2018

Published in: Physica A (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.physa.2015.12.082

zbMATH Keywords

ARFIMAstretched exponentiallong-range correlationrare eventrecurrence interval

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Statistics of extreme values; tail inference (62G32)

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Cites Work

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