Comment on Hurst exponent

Details Comment on Hurst exponent Comment on Hurst exponent

Oct 2001

adsabs.harvard.edu/cgi-bin/nph-data_query?bibcode=2001georl..28.3825k&link_type=abstract

Geophysical Research Letters, Volume 28, Issue 19, p. 3825-3826

Physics

Geophysics

1

Exploration Geophysics: Data Processing, Hydrology: Runoff And Streamflow, Hydrology: Stochastic Processes, Mathematical Geophysics: General Or Miscellaneous

Scientific paper

Analysis of the Nile river level height time series enabled Harold Edwin
Hurst to derive an empirical tH (H>0.5) law. Reanalysis of
the data shows that the result may cause some misunderstanding in using
the terms persistence and antipersistence to characterize the series'
governing process.

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