Stochastic Analysis of Scaling Time Series

DOI10.1017/CBO9781107705548MaRDI QIDQ3452872zbMATH OpenFDO

Authors François G. Schmitt, Yong-Xiang Huang

Publication date 19 November 2015

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to physics (62P35) Research exposition (monographs, survey articles) pertaining to statistics (62-02) Hydrology, hydrography, oceanography (86A05) Meteorology and atmospheric physics (86A10)

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(4)

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• Robust relation of streamwise velocity autocorrelation in atmospheric surface layers based on an autoregressive moving average model

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