none6siEmanating from his remarkable characterization of long-term variability in geophysical records in the early 1950s, Hurst’s scientific legacy to hydrology and other disciplines is explored. A statistical explanation of the so-called “Hurst Phenomenon” did not emerge until 1968 when Mandelbrot and co-authors proposed fractional Gaussian noise based on the hypothesis of infinite memory. A vibrant hydrological literature ensued where alternative modelling representations were explored and debated, e.g. ARMA models, the Broken Line model, shifting mean models with no memory, FARIMA models, and Hurst-Kolmogorov dynamics, acknowledging a link with the work of Kolmogorov in 1940. The diffusion of Hurst’s work beyond hydrology is summarized b...
Today, hydrologic research and modeling depends largely on climatological inputs, whose physical and...
The modelling of rainfall and other hydrological data has been the point of much discussion in past ...
The Hurst effect plays an important role in many areas such as physics, climate and finance. It desc...
none6siEmanating from his remarkable characterization of long-term variability in geophysical record...
none6siEmanating from his remarkable characterization of long-term variability in geophysical record...
Abstract The intensive research of recent years on climate change has led to the strong conclusion t...
Hurst’s seminal characterisation of long-term persistence (LTP) in geophysical records more than sev...
The Hurst effect remains unsolved, despite its practical and theoretical importance. Non uniformly m...
Since the end of the last ice age the earth’s climate has enjoyed a period of relative stability. As...
<p>The long-term persistence (LTP), else known in hydrological science as the Hurst phenomenon, is a...
The Hurst effect plays an important role in many areas such as physics, climate and finance. It desc...
The Hurst effect plays an important role in many areas such as physics, climate and finance. It desc...
The Hurst effect plays an important role in many areas such as physics, climate and finance. It desc...
Reliable estimation of long-range dependence parameters is vital in time series. For example, in env...
Today, hydrologic research and modeling depends largely on climatological inputs, whose physical and...
Today, hydrologic research and modeling depends largely on climatological inputs, whose physical and...
The modelling of rainfall and other hydrological data has been the point of much discussion in past ...
The Hurst effect plays an important role in many areas such as physics, climate and finance. It desc...
none6siEmanating from his remarkable characterization of long-term variability in geophysical record...
none6siEmanating from his remarkable characterization of long-term variability in geophysical record...
Abstract The intensive research of recent years on climate change has led to the strong conclusion t...
Hurst’s seminal characterisation of long-term persistence (LTP) in geophysical records more than sev...
The Hurst effect remains unsolved, despite its practical and theoretical importance. Non uniformly m...
Since the end of the last ice age the earth’s climate has enjoyed a period of relative stability. As...
<p>The long-term persistence (LTP), else known in hydrological science as the Hurst phenomenon, is a...
The Hurst effect plays an important role in many areas such as physics, climate and finance. It desc...
The Hurst effect plays an important role in many areas such as physics, climate and finance. It desc...
The Hurst effect plays an important role in many areas such as physics, climate and finance. It desc...
Reliable estimation of long-range dependence parameters is vital in time series. For example, in env...
Today, hydrologic research and modeling depends largely on climatological inputs, whose physical and...
Today, hydrologic research and modeling depends largely on climatological inputs, whose physical and...
The modelling of rainfall and other hydrological data has been the point of much discussion in past ...
The Hurst effect plays an important role in many areas such as physics, climate and finance. It desc...