FRINK Linked Data Fragments server

Matches in SemOpenAlex for { <https://semopenalex.org/work/W2024369567> ?p ?o ?g. }

• W2024369567 endingPage "508" @default.
• W2024369567 startingPage "491" @default.
• W2024369567 abstract "Previous research related to the controversial Hurst phenomenon is reviewed and evaluated. Because of the inherent statistical properties of the rescaled adjusted range (RAR) statistic it is suggested that research primarily be devoted to this statistic rather than to the various definitions of the Hurst coefficient. Simulation studies reveal that for independently distributed random variables the RAR does not significantly depend on the underlying distribution of the random variables but is a function of the sample size. For modeling correlated data the statistical attributes of a discrete fractional Gaussian noise (FGN) process are studied and also improved. An efficient maximum likelihood estimation technique is developed for the FGN model, and it is shown how the residuals of the fitted model can be calculated and then subjected to diagnostic checks. An exact simulation procedure is developed for simulating FGN in such a way that synthetic traces from the model lie outside the Brownian domain. The Akaike information criterion (AIC) is suggested as a method for choosing between a FGN and a Box-Jenkins model. For the six annual river flow series that are considered the AIC selects the best Box-Jenkins model in preference to the FGN process for each data set. Because Box-Jenkins models can be shown to preserve the historical RAR, in many practical applications it may be advantageous to use a Box-Jenkins model instead of a FGN process." @default.
• W2024369567 created "2016-06-24" @default.
• W2024369567 creator A5014006992 @default.
• W2024369567 creator A5071587979 @default.
• W2024369567 date "1978-06-01" @default.
• W2024369567 modified "2023-10-18" @default.
• W2024369567 title "Preservation of the rescaled adjusted range: 1. A reassessment of the Hurst Phenomenon" @default.
• W2024369567 cites W1969611538 @default.
• W2024369567 cites W1972078741 @default.
• W2024369567 cites W1975172081 @default.
• W2024369567 cites W1979573020 @default.
• W2024369567 cites W1988099042 @default.
• W2024369567 cites W1988303021 @default.
• W2024369567 cites W1988896870 @default.
• W2024369567 cites W1992408781 @default.
• W2024369567 cites W1994370239 @default.
• W2024369567 cites W1999643543 @default.
• W2024369567 cites W2009861733 @default.
• W2024369567 cites W2011492031 @default.
• W2024369567 cites W2011672424 @default.
• W2024369567 cites W2017738582 @default.
• W2024369567 cites W2031826772 @default.
• W2024369567 cites W2031994407 @default.
• W2024369567 cites W2032434311 @default.
• W2024369567 cites W2034068434 @default.
• W2024369567 cites W2036608004 @default.
• W2024369567 cites W2037106630 @default.
• W2024369567 cites W2042517866 @default.
• W2024369567 cites W2044370579 @default.
• W2024369567 cites W2047678713 @default.
• W2024369567 cites W2051347137 @default.
• W2024369567 cites W2054674045 @default.
• W2024369567 cites W2058287620 @default.
• W2024369567 cites W2059733791 @default.
• W2024369567 cites W2064214123 @default.
• W2024369567 cites W2084438646 @default.
• W2024369567 cites W2086535886 @default.
• W2024369567 cites W2089416626 @default.
• W2024369567 cites W2126213077 @default.
• W2024369567 cites W2131747822 @default.
• W2024369567 cites W2134589076 @default.
• W2024369567 cites W2142635246 @default.
• W2024369567 cites W2144328044 @default.
• W2024369567 cites W2146366074 @default.
• W2024369567 cites W2149341444 @default.
• W2024369567 cites W2324406619 @default.
• W2024369567 cites W2341760625 @default.
• W2024369567 cites W2403035479 @default.
• W2024369567 cites W2802061893 @default.
• W2024369567 cites W4206704956 @default.
• W2024369567 cites W4239173175 @default.
• W2024369567 cites W4254669913 @default.
• W2024369567 doi "https://doi.org/10.1029/wr014i003p00491" @default.
• W2024369567 hasPublicationYear "1978" @default.
• W2024369567 type Work @default.
• W2024369567 sameAs 2024369567 @default.
• W2024369567 citedByCount "305" @default.
• W2024369567 countsByYear W20243695672012 @default.
• W2024369567 countsByYear W20243695672013 @default.
• W2024369567 countsByYear W20243695672014 @default.
• W2024369567 countsByYear W20243695672015 @default.
• W2024369567 countsByYear W20243695672016 @default.
• W2024369567 countsByYear W20243695672017 @default.
• W2024369567 countsByYear W20243695672018 @default.
• W2024369567 countsByYear W20243695672019 @default.
• W2024369567 countsByYear W20243695672020 @default.
• W2024369567 countsByYear W20243695672021 @default.
• W2024369567 countsByYear W20243695672022 @default.
• W2024369567 countsByYear W20243695672023 @default.
• W2024369567 crossrefType "journal-article" @default.
• W2024369567 hasAuthorship W2024369567A5014006992 @default.
• W2024369567 hasAuthorship W2024369567A5071587979 @default.
• W2024369567 hasConcept C105795698 @default.
• W2024369567 hasConcept C108394968 @default.
• W2024369567 hasConcept C121332964 @default.
• W2024369567 hasConcept C121864883 @default.
• W2024369567 hasConcept C149782125 @default.
• W2024369567 hasConcept C159985019 @default.
• W2024369567 hasConcept C192562407 @default.
• W2024369567 hasConcept C204323151 @default.
• W2024369567 hasConcept C21689155 @default.
• W2024369567 hasConcept C2524010 @default.
• W2024369567 hasConcept C33923547 @default.
• W2024369567 hasConcept C50335755 @default.
• W2024369567 hasConcept C62520636 @default.
• W2024369567 hasConcept C96835011 @default.
• W2024369567 hasConcept C99844830 @default.
• W2024369567 hasConceptScore W2024369567C105795698 @default.
• W2024369567 hasConceptScore W2024369567C108394968 @default.
• W2024369567 hasConceptScore W2024369567C121332964 @default.
• W2024369567 hasConceptScore W2024369567C121864883 @default.
• W2024369567 hasConceptScore W2024369567C149782125 @default.
• W2024369567 hasConceptScore W2024369567C159985019 @default.
• W2024369567 hasConceptScore W2024369567C192562407 @default.
• W2024369567 hasConceptScore W2024369567C204323151 @default.
• W2024369567 hasConceptScore W2024369567C21689155 @default.
• W2024369567 hasConceptScore W2024369567C2524010 @default.
• W2024369567 hasConceptScore W2024369567C33923547 @default.

• next