On the occurence of extreme events in long-term correlated and multifractal data sets

Pure and Applied Geophysics

Volumn 165, Issue 6, 2008, Pages 1195-1207

  Bogachev, Mikhail I ^a   Eichner, Jan F ^a   Bunde, Armin ^a  

^a JUSTUS LIEBIG UNIVERSITY   (Germany)

Author keywords

Long term correlations; Multifractal records; Nonlinear correlations; Power law; Return intervals; Stretched exponential

Indexed keywords

CONFERENCE PROCEEDING; CORRELATION; DATA SET; NONLINEARITY; POWER LAW; STATISTICAL ANALYSIS;

EID: 49249092246     PISSN: 00334553     EISSN: 14209136     Source Type: Journal    
DOI: 10.1007/s00024-008-0353-5     Document Type: Conference Paper

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