71 citations · 216 across the 17 of their papers we have counts for
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q-fin.ST2018★ 19 cited
The new face of multifractality: Multi-branchedness and the phase transitions in time series of mean inter-event times
Jarosław Klamut, Ryszard Kutner, Tomasz Gubiec +1
Empirical time series of inter-event or waiting times are investigated using a modified Multifractal Detrended Fluctuation Analysis operating on fluctuations of mean detrended dyna…
q-fin.ST2018★ 2 cited
Directed Continuous-Time Random Walk with memory
Jarosław Klamut, Tomasz Gubiec
We propose a new Directed Continuous-Time Random Walk (CTRW) model with memory. As CTRW trajectory consists of spatial jumps preceded by waiting times, in Directed CTRW, we conside…