On the predictability of extreme events in records with linear and nonlinear long-range memory: Efficiency and noise robustness
Year of publication: |
2011
|
---|---|
Authors: | Bogachev, Mikhail I. ; Bunde, Armin |
Published in: |
Physica A: Statistical Mechanics and its Applications. - Elsevier, ISSN 0378-4371. - Vol. 390.2011, 12, p. 2240-2250
|
Publisher: |
Elsevier |
Subject: | Long-range memory | Extreme events | Multifractality | Return intervals | Pattern recognition | Prediction |
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