Big jump principle for heavy-tailed random walks with correlated increments
M. Höll and E. Barkai, Eur. Phys. J. B 94, 1 (2021). Special issue: Extreme Value statistics and Search in Biology: Theory and Simulations. Guest editors David Holcman and Igor Sokolov.
Large deviations of the ballistic Lévy walk model
W. Wang, M. Höll and E. Barkai, Phys. Rev E 102, 052115 (2020).
Extreme value theory for constrained physical systems
M. Höll, W. Wang and E. Barkai, Phys.Rev. E 102, 042141 (2020).
Probabilistic properties of detrended fluctuation analysis for Gaussian processes
G. Sikora, M. Höll, J. Gajda, H. Kantz, A. Chechkin and A. Wyłomańska, Phys. Rev.
E 101, 032114 (2020).
Theoretical foundation of detrending methods for fluctuation analysis such as detrended fluctuation analysis and detrending moving average
M. Höll, K. Kiyono and H. Kantz, Phys. Rev. E 99, 033305 (2019) Editor’s suggestion.
Reproducing Long‐Range Correlations in Global Mean Temperatures in Simple Energy Balance Models
P.G. Meyer, M. Höll and H. Kantz, J. Geophys. Res., 123 (2018).
Detrended fluctuation analysis and the difference between external drifts and intrinsic diffusionlike nonstationarity
M. Höll, H. Kantz and Y. Zhou, Phys. Rev. E 94, 042201 (2016).
The relationship between the detrendend fluctuation analysis and the autocorrelation function of a signal
M. Höll and H. Kantz, Eur. Phys. J. B 88, 327 (2015).
The fluctuation function of the detrended fluctuation analysis — investigation on the AR(1) process
M. Höll and H. Kantz, Eur. Phys. J. B 88, 126 (2015).
Analytical Investigation of Long-range Correlated Time Series and of the Method of Detrended Fluctuation Analysis
M. Höll, Doctoral dissertation, Technische Universität Dresden (2018).
The fluctuation function of the detrended fluctuation analysis – Investigation on the AR(1) process
M. Höll and H. Kantz, Scientific Report 1/2013 – 6/2015, Max Planck Institute for the Physics of Complex Systems, pp. 96-97.