Comment on Hurst Exponent

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 proces...

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Veröffentlicht in:	Geophysical research letters 2001-10, Vol.28 (19), p.3825-3826
1. Verfasser:	Kärner, Olavi
Format:	Artikel
Sprache:	eng
Schlagworte:	Earth, ocean, space Exact sciences and technology External geophysics Geophysics. Techniques, methods, instrumentation and models
Online-Zugang:	Volltext
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Beschreibung
Zusammenfassung:	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.
ISSN:	0094-8276 1944-8007
DOI:	10.1029/2001GL013104