2 citations · 2 across the 2 of their papers we have counts for
2 papers
stat.AP2026
Rainfall is rough
Thomas Deschatre, Marc Hoffmann, Mathieu Rosenbaum
We propose a new approach to model rainfall by combining heterogeneous data sources at different time scales. Continuous arrivals of rain cells are incorporated into a Hawkes proce…
math.PR2008★ 2 cited
Multifractal analysis in a mixed asymptotic framework
Emmanuel Bacry, Arnaud Gloter, Marc Hoffmann +1
Multifractal analysis of multiplicative random cascades is revisited within the framework of {\em mixed asymptotics}. In this new framework, statistics are estimated over a sample…