Lectures related to Long-range dependence

Explores the correct exponent for the end-to-end distance in polymer chains and its implications on chain correlations.

Explores long memory in time series and ARCH models for financial volatility.

Delves into copulas, margins, and extremal dependence in statistics, covering topics like logistic copulas and Kendall's tau.

Explores multivariate extremes, including overwhelming sea defenses and heat waves.

Explores human travel scaling laws, bank note dispersal, random walks, Levy flights, and laser cooling applications.

Covers the analysis of heavy-tailed price returns and clustered volatility in financial data.

Explores Poisson processes, joint density, independence of events, and likelihood estimation.