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Stochastic Processes and their Applications, ISSN 0304-4149, 12/2016, Volume 126, Issue 12, pp. 3790 - 3807
In his 1951 study of Nile River data, H.E. Hurst introduced the rescaled range statistic-the statistic. He argued via a small simulation study that if , , are... 
Rescaled range statistic | Hurst phenomenon | Subgaussian | R/S STATISTICS | LAW | THEOREMS | PARTIAL-SUMS | Resealed range statistic | STATISTICS & PROBABILITY | ITERATED LOGARITHM | VARIANCE | RANDOM-VARIABLES
Journal Article
Journal of Cardiovascular Electrophysiology, ISSN 1045-3873, 11/2019, Volume 30, Issue 11, pp. 2370 - 2376
Background Variability of ventricular arrhythmias among days in patients with Chagas disease is not detected by 24 hours of Holter monitoring. Objective To... 
Chagas disease | Hurst exponent | temporal analysis | ventricular arrhythmias | Tachycardia | Chagas' disease | Analysis | Cardiac patients | Vector-borne diseases | Cardiac arrhythmia | Reproducibility | Cardiomyopathy | Recording | Ventricle | Variance analysis | Monitoring
Journal Article
Hydrological Sciences Journal, ISSN 0262-6667, 08/2002, Volume 47, Issue 4, pp. 573 - 595
The Hurst phenomenon, which characterizes hydrological and other geophysical time series, is formulated and studied in an easy manner in terms of the variance... 
changement climatique | phénomène de Hurst | persistance | persistence | Hurst phenomenon | bruit fractionnel gaussien | fractional Gaussian noise | climate change | MODELS | STREAMFLOW | WATER RESOURCES | SIMULATION | HYDROLOGIC TIME-SERIES | COMPUTER EXPERIMENTS | TRENDS
Journal Article
Journal of the Royal Society Interface, ISSN 1742-5689, 08/2012, Volume 9, Issue 73, pp. 1956 - 1964
Journal Article
Communications in Nonlinear Science and Numerical Simulation, ISSN 1007-5704, 09/2006, Volume 11, Issue 6, pp. 678 - 684
Recent studies demonstrate how rain is a self-organized critical phenomenon. Our findings about analysis of rain data collected from automatic stations... 
Rain | Hurst coefficient | Complexity | Rain and rainfall | Analysis | Artificial satellites in remote sensing
Journal Article
Physica A: Statistical Mechanics and its Applications, ISSN 0378-4371, 2008, Volume 387, Issue 27, pp. 6801 - 6811
We confront global and local methods to analyze the financial crash-like events on the Polish financial market from the critical phenomena point of view. These... 
Econophysics | Hurst exponent | Time series analysis | Complex systems | EUR | LAW | SEQUENCES | PHYSICS, MULTIDISCIPLINARY | FINANCIAL TIME-SERIES | STATISTICAL PHYSICS | RATES | FLUCTUATIONS | CRASHES | PERIODIC SELF-SIMILARITY | Stock-exchange
Journal Article
IEEE Transactions on Circuits and Systems I: Regular Papers, ISSN 1549-8328, 11/2004, Volume 51, Issue 11, pp. 2255 - 2262
Journal Article
Acta Universitatis Lodziensis. Folia Oeconomica, ISSN 0208-6018, 05/2018, Volume 3, Issue 335, pp. 49 - 61
The development of methods describing time series using stochastic processes took place in the 20th century. Among others, stationary processes were modelled... 
Spatial analysis | Econometrics | Stochastic models | Hölder function | stochastic process | Hurst exponent | spatial modelling
Journal Article
Journal of Hydrology, ISSN 0022-1694, 02/2008, Volume 349, Issue 3-4, pp. 350 - 363
Journal Article
Water Resources Research, ISSN 0043-1397, 08/2009, Volume 45, Issue 8, pp. W08417 - n/a
Annual peak discharge records from 50 stations in the continental United States with at least 100 years of record are used to investigate stationarity of flood... 
Hydrology | Anthropogenic effects | Floods | Time series analysis | Extreme events | floods | GAMLSS | long‐term persistence | trend | stationarity | change point | MIXED MODELS | MANAGEMENT | CLIMATE-CHANGE | WATER RESOURCES | ENVIRONMENTAL SCIENCES | PRECIPITATION | MANN-KENDALL | STREAMFLOW TRENDS | LIMNOLOGY | HURST PHENOMENON | DRIFTLESS AREA | HYDROLOGY | IMPACTS
Journal Article
Journal of Hydrology, ISSN 0022-1694, 09/2014, Volume 517, pp. 36 - 53
Streamflow is a very good indicator of long-term hydroclimatic changes. From a water management perspective, the identification of gradual (trend) and abrupt... 
Shift | Persistence | Climate variability | Streamflow | Trend detection | WATER-RESOURCES | SURFACE BACKSCATTER RESPONSE | SOIL-MOISTURE | CARBON FOOTPRINT | TRMM PRECIPITATION RADAR | CLIMATE-CHANGE | WATER RESOURCES | ENGINEERING, CIVIL | GEOSCIENCES, MULTIDISCIPLINARY | MANN-KENDALL | COLORADO RIVER | US STREAMFLOW | HURST PHENOMENON | Analysis | Hydrology | Northwest | Gulfs | Winter | Seasons | Trends | Resource management | Springs
Journal Article
Geophysical Research Letters, ISSN 0094-8276, 12/2005, Volume 32, Issue 23, pp. L23402 - n/a
Hydroclimatological time series often exhibit trends. While trend magnitude can be determined with little ambiguity, the corresponding statistical... 
Hydrology | Global Change | modeling | Climate variability | Time series analysis | Instruments and techniques | Hydroclimatology | TIME-SERIES | CLIMATE-CHANGE | GEOSCIENCES, MULTIDISCIPLINARY | HURST PHENOMENON | PERSISTENCE
Journal Article
Hydrological Sciences Journal, ISSN 0262-6667, 07/2016, Volume 61, Issue 9, pp. 1557 - 1570
H.E. Hurst spent some 60 years studying the Nile for the Egyptian government, and laid the foundation for a monumental set of hydrological records and... 
Nile | Hurst phenomenon | Aswan High Dam | WATER RESOURCES | SERIES | Hydrology | Eris (dwarf planet) | Statistical analysis
Journal Article