hurst effect
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scholarly journals A Dynamical Systems Explanation of the Hurst Effect and Atmospheric Low-Frequency Variability

2015 ◽  
Vol 5 (1) ◽  
Author(s):  
Christian L. E. Franzke ◽  
Scott M. Osprey ◽  
Paolo Davini ◽  
Nicholas W. Watkins
Keyword(s):  
Dynamical Systems ◽  
Low Frequency ◽  
Low Frequency Variability ◽  
Hurst Effect

scholarly journals Stochastic Models That Separate Fractal Dimension and the Hurst Effect

SIAM Review ◽  
2004 ◽  
Vol 46 (2) ◽  
pp. 269-282 ◽  
Author(s):  
Tilmann Gneiting ◽  
Martin Schlather
Keyword(s):  
Fractal Dimension ◽  
Stochastic Models ◽  
Hurst Effect

Renewal processes and the Hurst effect

2002 ◽  
Vol 35 (20) ◽  
pp. 4395-4412 ◽  
Author(s):  
Thierry Huillet
Keyword(s):  
Renewal Processes ◽  
Hurst Effect

scholarly journals The Hurst Effect: The scale of fluctuation approach

1993 ◽  
Vol 29 (12) ◽  
pp. 3995-4002 ◽  
Author(s):  
Oscar J. Mesa ◽  
German Poveda
Keyword(s):  
Scale Of Fluctuation ◽  
Hurst Effect

Tests for Hurst effect

Biometrika ◽  
1987 ◽  
Vol 74 (1) ◽  
pp. 95-101 ◽  
Author(s):  
R. B. DAVIES ◽  
D. S. HARTE
Keyword(s):  
Hurst Effect
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