works on
climate statistics 1hawkes processes 1rainfall modeling 1rough volatility 1scaling laws 1time series analysis 1

From the 1 of 5 linked papers with an AI index.

activity
20242026
collaborators
Showing stat.APShow all

1 paper · 1 filter

stat.AP2026

Rainfall is rough

Thomas Deschatre, Marc Hoffmann, Mathieu Rosenbaum

The paper introduces a rainfall model that combines high‑frequency and long‑term data using Hawkes processes with power‑law kernels, showing that aggregated rainfall behaves like a…