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Postseismic variations in seismic moment and recurrence interval of repeating earthquakes
repeating earthquake sequences Parkfield earthquake postseismic process recurrence acceleration rate-and-state models
2014/4/8
In laboratory experiments, longer stationary contact time leads to larger seismic moment during repeated ruptures. However, not all observations in natural fault systems agree with the prediction. We ...
Recurrence interval analysis of trading volumes
Recurrence interval analysis trading volumes
2010/10/18
We study the statistical properties of the recurrence intervals $\tau$ between successive trading volumes exceeding a certain threshold $q$. The recurrence interval analysis is carried out for the 20...
Recurrence interval analysis of trading volumes
Kolmogorov-Smirnov Recurrence interval trading volumes
2010/4/27
We study the statistical properties of the recurrence intervals $\tau$ between successive trading volumes exceeding a certain threshold $q$. The recurrence interval analysis is carried out for the 20 ...
Recurrence interval analysis of high-frequency financial returns and its application to risk estimation
Recurrence interval analysis of high-frequency financial risk estimation
2010/11/2
We investigate the probability distributions of the recurrence intervals between consecutive 1-min returns above a positive threshold q > 0 or below a negative threshold
q < 0 of two indices and 20...