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physics.data-an2013★ 15 cited
Copulas and time series with long-ranged dependences
Rémy Chicheportiche, Anirban Chakraborti
We review ideas on temporal dependences and recurrences in discrete time series from several areas of natural and social sciences. We revisit existing studies and redefine the rele…
physics.data-an2013
A model-free characterization of recurrences in stationary time series
Rémy Chicheportiche, Anirban Chakraborti
Study of recurrences in earthquakes, climate, financial time-series, etc. is crucial to better forecast disasters and limit their consequences. However, almost all the previous phe…