184 citations
Counting papers with at most 25 authors, so collaboration author lists do not stand in for the people here.
- V. Zheligovsky20 · h 13
- G. Molchan4 profiles19 · h 21
- D. Sornette3 profiles17 · h 91
- V. Pisarenko16 · h 24
- O. Podvigina14 · h 13
- R. Novikov2 profiles8 · h 25
- R. Chertovskih2 profiles7 · h 8
- U. Frisch6 · h 57
- P. Grinevich2 profiles5 · h 22
- Vladimir Keilis-Borok5 · h 8
- A. Mazel4 · h 13
- J. Lebowitz2 profiles4 · h 90
- Centre National de la Recherche ScientifiqueFR35 papers
- Russian Academy of SciencesRU26 papers
- Observatoire de la Côte d’AzurFR20 papers
- École PolytechniqueFR13 papers
- Lomonosov Moscow State UniversityRU12 papers
- University of California, Los AngelesUS12 papers
- Centre de Mathématiques Appliquées de l'École polytechniqueFR11 papers
- Landau Institute for Theoretical PhysicsRU10 papers
- The Abdus Salam International Centre for Theoretical Physics (ICTP)IT10 papers
- Universidade do PortoPT9 papers
- Institut de Physique de NiceFR8 papers
- ETH ZurichCH7 papers
7 papers · 1 filter
Robust Statistical Tests of Dragon-Kings beyond Power Law Distributions
V. F. Pisarenko, D. Sornette
We ask the question whether it is possible to diagnose the existence of "Dragon-Kings" (DK), namely anomalous observations compared to a power law background distribution of event…
On the Correct Use of Statistical Tests: Reply to "Lies, damned lies and statistics (in Geology)"
D. Sornette, V. Pisarenko
In a Forum published in EOS Transactions AGU (2009) entitled "Lies, damned lies and statistics (in Geology)", Vermeesch (2009) claims that "statistical significant is not the same…
Gibrat's law for cities: uniformly most powerful unbiased test of the Pareto against the lognormal
Y. Malevergne, V. Pisarenko, D. Sornette
We address the general problem of testing a power law distribution versus a log-normal distribution in statistical data. This general problem is illustrated on the distribution of…
Properties of a simple bilinear stochastic model: estimation and predictability
D. Sornette, V. F. Pisarenko
We analyze the properties of arguably the simplest bilinear stochastic multiplicative process, proposed as a model of financial returns and of other complex systems combining both…
Algorithm for Model Validation: Theory and Applications
D. Sornette, A. B. Davis, K. Ide +3
Validation is often defined as the process of determining the degree to which a model is an accurate representation of the real world from the perspective of its intended uses. Val…
On Statistical Methods of Parameter Estimation for Deterministically Chaotic Time-Series
V. F. Pisarenko, D. Sornette
We discuss the possibility of applying some standard statistical methods (the least square method, the maximum likelihood method, the method of statistical moments for estimation o…
Multiscale Trend Analysis
I. Zaliapin, A. Gabrielov, V. Keilis-Borok
This paper introduces a multiscale analysis based on optimal piecewise linear approximations of time series. An optimality criterion is formulated and on its base a computationally…