Tests for Hurst effect (Q3753348)
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scientific article; zbMATH DE number 3990700
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Tests for Hurst effect |
scientific article; zbMATH DE number 3990700 |
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Tests for Hurst effect (English)
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1987
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tests for Hurst effect
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hydrological series
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locally optimal test
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geophysical time series
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long-term dependence
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power of tests
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fractional Gaussian noise
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white noise
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first-order autoregressive process
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beta- optimal principle
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local optimality
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rescaled range test
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0.7608653903007507
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0.7598586678504944
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0.7564831972122192
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0.7501655220985413
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