Statistics of Return Intervals and Extreme Events in Long-term Correlated Time Series

Bunde, A., Eichner, J. F., Kantelhardt, J. W., & Havlin, S. (2007). Statistics of Return Intervals and Extreme Events in Long-term Correlated Time Series. In Nonlinear Dynamics in Geosciences (pp. 339–367). Springer New York. https://doi.org/10.1007/978-0-387-34918-3_19