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    Comparison of Hurst Exponent Estimates in Hydrometeorological Time Series

    Source: Journal of Hydrologic Engineering:;1999:;Volume ( 004 ):;issue: 003
    Author:
    A. Ramachandra Rao
    ,
    D. Bhattacharya
    DOI: 10.1061/(ASCE)1084-0699(1999)4:3(225)
    Publisher: American Society of Civil Engineers
    Abstract: The Hurst exponent can be estimated by different methods. Two estimation methods are considered in this study. In the first estimate, the rescaled range of a hydrometeorological series is plotted against the lag on a logarithmic scale and the slope of the line fitted by least squares. In the second method, the Hurst exponent is estimated by characterizing the time series by a fractional Gaussian noise (FGN) model, which is a long-memory model. The FGN parameter
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      Comparison of Hurst Exponent Estimates in Hydrometeorological Time Series

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    http://yetl.yabesh.ir/yetl1/handle/yetl/49465
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    contributor authorA. Ramachandra Rao
    contributor authorD. Bhattacharya
    date accessioned2017-05-08T21:23:16Z
    date available2017-05-08T21:23:16Z
    date copyrightJuly 1999
    date issued1999
    identifier other%28asce%291084-0699%281999%294%3A3%28225%29.pdf
    identifier urihttp://yetl.yabesh.ir/yetl/handle/yetl/49465
    description abstractThe Hurst exponent can be estimated by different methods. Two estimation methods are considered in this study. In the first estimate, the rescaled range of a hydrometeorological series is plotted against the lag on a logarithmic scale and the slope of the line fitted by least squares. In the second method, the Hurst exponent is estimated by characterizing the time series by a fractional Gaussian noise (FGN) model, which is a long-memory model. The FGN parameter
    publisherAmerican Society of Civil Engineers
    titleComparison of Hurst Exponent Estimates in Hydrometeorological Time Series
    typeJournal Paper
    journal volume4
    journal issue3
    journal titleJournal of Hydrologic Engineering
    identifier doi10.1061/(ASCE)1084-0699(1999)4:3(225)
    treeJournal of Hydrologic Engineering:;1999:;Volume ( 004 ):;issue: 003
    contenttypeFulltext
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