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

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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…