On the public citation graph
Preservation of the rescaled adjusted range: 1. A reassessment of the Hurst Phenomenon
0 signed · 369 inferred · view as graph
Inferred edges come from two machine sources: sweeps of open repository metadata (mostly SSRN and Zenodo), and a bulk OpenAlex citation snapshot. Every row below is labelled with the one it came from. Neither is a complete citation index — absence here is not evidence of absence.
Is this your work? Sign in with ORCID and put your name on the
claims that are yours.
Reference health. See whether every reference in this work resolves to a
known work and none has been retracted — and get a dated CiteStamped
badge you can embed.
What this work says
Outgoing claims: the papers this work cites, builds on, or argues with.
inferredcites →https://doi.org/10.1002/9780470316436openalex-snapshot
Linear Statistical Inference and its Applications
inferredcites →https://doi.org/10.1016/0022-1694(75)90124-9openalex-snapshot
Skew inputs and the Hurst effect
inferredcites →https://doi.org/10.1016/0022-1694(76)90030-5openalex-snapshot
Skew inputs and the Hurst effect — A comment
inferredcites →https://doi.org/10.1016/0022-1694(77)90121-4openalex-snapshot
Stochastic modelling of the effects of reservoir operation
inferredcites →https://doi.org/10.1017/s0021900200118546openalex-snapshot
On the expected range and expected adjusted range of partial sums of exchangeable random variables
inferredcites →https://doi.org/10.1029/wr004i005p00909openalex-snapshot
Noah, Joseph, and Operational Hydrology
inferredcites →https://doi.org/10.1029/wr005i001p00228openalex-snapshot
Computer Experiments With Fractional Gaussian Noises: Part 1, Averages and Variances
inferredcites →https://doi.org/10.1029/wr005i001p00242openalex-snapshot
Computer Experiments with Fractional Gaussian Noises: Part 2, Rescaled Ranges and Spectra
inferredcites →https://doi.org/10.1029/wr005i001p00260openalex-snapshot
Computer Experiments with Fractional Gaussian Noises: Part 3, Mathematical Appendix
inferredcites →https://doi.org/10.1029/wr005i002p00321openalex-snapshot
Some long‐run properties of geophysical records
inferredcites →https://doi.org/10.1029/wr005i005p00967openalex-snapshot
Robustness of the rescaled range R/S in the measurement of noncyclic long run statistical dependence
inferredcites →https://doi.org/10.1029/wr006i001p00349openalex-snapshot
Note on evaluations of R/S for fractional noises and geophysical records
inferredcites →https://doi.org/10.1029/wr006i003p00750openalex-snapshot
Stochastic Models in Hydrology
inferredcites →https://doi.org/10.1029/wr006i006p01583openalex-snapshot
Small Sample Properties of H and K—Estimators of the Hurst Coefficient h
inferredcites →https://doi.org/10.1029/wr007i003p00543openalex-snapshot
A Fast Fractional Gaussian Noise Generator
inferredcites →https://doi.org/10.1029/wr007i006p01460openalex-snapshot
Statistical Properties of Multivariate Fractional Noise Processes
inferredcites →https://doi.org/10.1029/wr008i004p00921openalex-snapshot
Streamflow Simulation: 1. A new look at Markovian Models, fractional Gaussian noise, and Crossing Theory
inferredcites →https://doi.org/10.1029/wr008i004p00931openalex-snapshot
Streamflow simulation: 2. The broken line process as a potential model for hydrologic simulation
inferredcites →https://doi.org/10.1029/wr008i004p01100openalex-snapshot
Long memory monthly streamflow simulation by a broken line model
inferredcites →https://doi.org/10.1029/wr008i005p01354openalex-snapshot
Broken line process derived as an approximation to fractional noise
inferredcites →https://doi.org/10.1029/wr010i003p00457openalex-snapshot
Expected range and adjusted range of hydrologic sequences
inferredcites →https://doi.org/10.1029/wr010i004p00675openalex-snapshot
The Hurst Phenomenon: A puzzle?
inferredcites →https://doi.org/10.1029/wr011i006p00855openalex-snapshot
Intervention analysis in water resources
inferredcites →https://doi.org/10.1029/wr012i005p00829openalex-snapshot
Modeling monthly hydrologic persistence
inferredcites →https://doi.org/10.1029/wr012i005p01047openalex-snapshot
Evidence for nonstationarity as a physical explanation of the Hurst Phenomenon
inferredcites →https://doi.org/10.1029/wr012i006p01271openalex-snapshot
The asymptotic distribution of the range and other functions of partial sums of stationary processes
inferredcites →https://doi.org/10.1029/wr013i001p00113openalex-snapshot
Operational assessment of hydrologic models of long‐term persistence
inferredcites →https://doi.org/10.1029/wr013i003p00567openalex-snapshot
Advances in Box‐Jenkins modeling: 1. Model construction
inferredcites →https://doi.org/10.1029/wr013i003p00577openalex-snapshot
Advances in Box‐Jenkins modeling: 2. Applications
inferredcites →https://doi.org/10.1029/wr014i003p00517openalex-snapshot
Preservation of the rescaled adjusted range: 3. Fractional Gaussian noise algorithms
inferredcites →https://doi.org/10.1029/wr014i004p00699openalex-snapshot
Comment on ‘Modeling monthly hydrologic persistence’ by G. K. Young and R. U. Jettmar
inferredcites →https://doi.org/10.1029/wr014i005p00969openalex-snapshot
Simulation procedures for Box‐Jenkins Models
inferredcites →https://doi.org/10.1038/180494a0openalex-snapshot
A Suggested Statistical Model of some Time Series which occur in Nature
inferredcites →https://doi.org/10.1061/taceat.0006518openalex-snapshot
Long-Term Storage Capacity of Reservoirs
inferredcites →https://doi.org/10.1080/00401706.2000.10486046openalex-snapshot
Partial Residual Plots Based on Robust Fits
inferredcites →https://doi.org/10.1080/01621459.1972.10482374openalex-snapshot
"Infinite Variance" and Research Strategy in Time Series Analysis
inferredcites →https://doi.org/10.1080/02626667309494046openalex-snapshot
FIRM RESERVOIR YIELD—HOW RELIABLE ARE HISTORIC HYDROLOGICAL RECORDS?
inferredcites →https://doi.org/10.1093/biomet/40.1-2.35openalex-snapshot
ON THE RANGE OF PARTIAL SUMS OF A FINITE NUMBER OF INDEPENDENT NORMAL VARIATES
inferredcites →https://doi.org/10.1093/biomet/42.1-2.96openalex-snapshot
THE VARIANCE OF THE MAXIMUM OF PARTIAL SUMS OF A FINITE NUMBER OF INDEPENDENT NORMAL VARIATES
inferredcites →https://doi.org/10.1093/biomet/43.1-2.79openalex-snapshot
ON THE MOMENTS OF THE MAXIMUM OF PARTIAL SUMS OF A FINITE NUMBER OF INDEPENDENT NORMAL VARIATES
inferredcites →https://doi.org/10.1093/biomet/63.1.111openalex-snapshot
The expected value of the adjusted rescaled Hurst range of independent normal summands
inferredcites →https://doi.org/10.1093/biomet/64.3.531openalex-snapshot
Improved Box–Jenkins estimators
inferredcites →https://doi.org/10.1109/tac.1974.1100705openalex-snapshot
A new look at the statistical model identification
inferredcites →https://doi.org/10.1111/j.2517-6161.1978.tb01042.xopenalex-snapshot
On the Distribution of Residual Autocorrelations in Box–Jenkins Models
inferredcites →https://doi.org/10.1137/1010093openalex-snapshot
Fractional Brownian Motions, Fractional Noises and Applications
inferredcites →https://doi.org/10.1214/aoms/1177703754openalex-snapshot
Limiting Distribution of the Maximum of a Diffusion Process
inferredcites →https://doi.org/10.1214/aoms/1177706882openalex-snapshot
The Mean and Variance of the Maximum of the Adjusted Partial Sums of a Finite Number of Independent Normal Variates
inferredcites →https://doi.org/10.1214/aoms/1177729589openalex-snapshot
The Asymptotic Distribution of the Range of Sums of Independent Random Variables
inferredcites →https://doi.org/10.1680/iicep.1956.11503openalex-snapshot
METHODS OF USING LONG-TERM STORAGE IN RESERVOIRS.
inferredcites →https://doi.org/10.1680/iicep.1956.11504openalex-snapshot
DISCUSSION. METHODS OF USING LONG-TERM STORAGE IN RESERVOIRS.
inferredcites →https://doi.org/10.2307/1267683openalex-snapshot
Bayesian Inference in Statistical Analysis
inferredcites →https://doi.org/10.2307/2285347openalex-snapshot
Time Series: Data Analysis and Theory.
inferredcites →https://doi.org/10.2307/2285412openalex-snapshot
Bayesian Inference in Statistical Analysis.
inferredcites →https://doi.org/10.2307/2286100openalex-snapshot
Spectral Analysis and its Applications.
inferredcites →https://doi.org/10.2307/2335090openalex-snapshot
The Expected Value of the Adjusted Rescaled Hurst Range of Independent Normal Summands
inferredcites →https://doi.org/10.2307/2344516openalex-snapshot
Stochastic Modelling of Riverflow Time Series
inferredcites →https://doi.org/10.2307/2346573openalex-snapshot
Derivation of the Theoretical Autocovariance Function of Autoregressive Moving Average Time Series
inferredcites →https://doi.org/10.2307/2985687openalex-snapshot
Algorithm AS 6: Triangular Decomposition of a Symmetric Matrix
What points at this work
Incoming claims: where this work appears in other papers’ reference lists and arguments.
inferred← citeshttps://doi.org/10.2139/ssrn.1463313openalex-extracted
Long Memory in US Real Output Per Capita
inferred← citeshttps://doi.org/10.2139/ssrn.1596083openalex-extracted
Long Memory and Volatility Dynamics in the US Dollar Exchange Rate
inferred← citeshttps://doi.org/10.2139/ssrn.1950593openalex-extracted
Persistence and Cyclical Dependence in the Monthly Euribor Rate
inferred← citeshttps://doi.org/10.2139/ssrn.2101223openalex-extracted
Montecarlo Simulation of Long‐Term Dependent Processes: A Primer
inferred← citeshttps://doi.org/10.2139/ssrn.2239697openalex-extracted
Long Memory in the Ukrainian Stock Market
inferred← citeshttps://doi.org/10.2139/ssrn.269840openalex-extracted
Consequences for Option Pricing of a Long Memory in Volatility
inferred← citeshttps://doi.org/10.2139/ssrn.3048995openalex-extracted
Anatomy of Black Market for Dollars in Sudan
inferred← citeshttps://doi.org/10.2139/ssrn.331100openalex-extracted
Modeling Sequences of Long Memory Non-Negative Covariance Stationary Random Variables
inferred← citeshttps://doi.org/10.2139/ssrn.4140818openalex-extracted
Weak Identification of Long Memory with Implications for Inference
inferred← citeshttps://doi.org/10.2139/ssrn.4775915openalex-extracted
Evaluating Hydroclimatic Persistence Signals in Antarctic Ice Cores
inferred← citeshttps://doi.org/10.2139/ssrn.6749861openalex-extracted
EXAMINING THE LONG TERM RELATIONSHIP BETWEEN CRUDE OIL AND FOOD COMMODITY PRICES: CO-INTEGRATION AND CAUSALITY
inferred← citeshttps://doi.org/10.2139/ssrn.980662openalex-extracted
A Multivariate Long-Memory Model with Structural Breaks
inferred← citeshttps://doi.org/10.5281/zenodo.10675632openalex-extracted
Fractionally-integrated and Markov-switching models to forecast the demand of a fast-growing emerging air transportation market
inferred← citeshttps://doi.org/10.1002/(sici)1099-131x(199901)18:1<17::aid-for686>3.0.co;2-mopenalex-snapshot
Using wavelets to obtain a consistent ordinary least squares estimator of the long-memory parameter
inferred← citeshttps://doi.org/10.1002/0471667196.ess2383.pub2openalex-snapshot
Self‐Similar Processes
inferred← citeshttps://doi.org/10.1002/9781118445112.stat03007openalex-snapshot
Self‐Similar Processes
inferred← citeshttps://doi.org/10.1002/asmb.683openalex-snapshot
The stochastic unit root model and fractional integration: An extension to the seasonal case
inferred← citeshttps://doi.org/10.1002/asmb.784openalex-snapshot
Inducing normality from non‐Gaussian long memory time series and its application to stock return data
inferred← citeshttps://doi.org/10.1002/for.1244openalex-snapshot
The Realised–Implied Volatility Relationship: Recent Empirical Evidence from FTSE‐100 Stocks
inferred← citeshttps://doi.org/10.1002/hyp.10443openalex-snapshot
Characterisation of hydroclimatological trends and variability in the Lake Naivasha basin, Kenya
inferred← citeshttps://doi.org/10.1002/hyp.9694openalex-snapshot
Factors influencing long range dependence in streamflow of European rivers
inferred← citeshttps://doi.org/10.1002/int.21519openalex-snapshot
The role of diversity in persistence aggregation
inferred← citeshttps://doi.org/10.1002/joc.6128openalex-snapshot
US temperatures: Time trends and persistence
inferred← citeshttps://doi.org/10.1002/met.1792openalex-snapshot
Spatial distribution of secular trends in rainfall indices of Peninsular Malaysia in the presence of long‐term persistence
inferred← citeshttps://doi.org/10.1007/0-306-47023-3_15openalex-snapshot
Performance Modeling and Network Management for Self-similar Traffic
inferred← citeshttps://doi.org/10.1007/698_2017_125openalex-snapshot
Stochastic Investigation of the GERD-AHD Interaction Through First Impoundment and Beyond
inferred← citeshttps://doi.org/10.1007/978-1-349-03467-3_5openalex-snapshot
Special properties and models
inferred← citeshttps://doi.org/10.1007/978-1-4614-7750-1_32openalex-snapshot
Consequences for Option Pricing of a Long Memory in Volatility
inferred← citeshttps://doi.org/10.1007/978-1-4615-8162-8_7openalex-snapshot
A Bibliographical Guide to Self-Similar Processes and Long-Range Dependence
inferred← citeshttps://doi.org/10.1007/978-1-4899-4515-0_13openalex-snapshot
A spectral approach to long memory time series
inferred← citeshttps://doi.org/10.1007/978-1-4939-6568-7_1openalex-snapshot
Ian McLeod’s Contribution to Time Series Analysis—A Tribute
inferred← citeshttps://doi.org/10.1007/978-3-030-22529-2_2openalex-snapshot
Subsampling for Heavy Tailed, Nonstationary and Weakly Dependent Time Series
inferred← citeshttps://doi.org/10.1007/978-3-031-70584-7_5openalex-snapshot
Additional Time Domain Topics
inferred← citeshttps://doi.org/10.1007/978-3-642-15976-3_4openalex-snapshot
Memory Property in Heterogeneously Populated Markets
inferred← citeshttps://doi.org/10.1007/978-3-642-80098-6_27openalex-snapshot
Exact Likelihood Function Forms for an ARFIMA Process
inferred← citeshttps://doi.org/10.1007/978-81-322-1590-5_5openalex-snapshot
Long Memory in Stock Returns: Theory and Evidence
inferred← citeshttps://doi.org/10.1007/978-94-009-4792-4_4openalex-snapshot
Simulation of Monthly Hydrological Time Series
inferred← citeshttps://doi.org/10.1007/978-94-011-1697-8_8openalex-snapshot
Practical Results in Simulation and Forecasting
inferred← citeshttps://doi.org/10.1007/978-94-017-3083-9_29openalex-snapshot
Estimation of the Hurst Exponent h and Geos Diagrams for a Non-Stationary Stochastic Process
inferred← citeshttps://doi.org/10.1007/978-981-13-7279-7_29openalex-snapshot
A Modified Long Memory Model for Modeling Interminable Long Memory Process
inferred← citeshttps://doi.org/10.1007/bf01544056openalex-snapshot
A univariate model for long-term streamflow forecasting
inferred← citeshttps://doi.org/10.1007/bf01581675openalex-snapshot
On the generation of drought events using an alternating renewal-reward model
inferred← citeshttps://doi.org/10.1007/bf01866711openalex-snapshot
Assessment of environmental impacts part one: Intervention analysis
inferred← citeshttps://doi.org/10.1007/bf02054746openalex-snapshot
Fractionally differenced models for water quality time series
inferred← citeshttps://doi.org/10.1007/s00181-012-0559-3openalex-snapshot
Long memory in US real output per capita
inferred← citeshttps://doi.org/10.1007/s00184-011-0376-2openalex-snapshot
A new non-linear AR(1) time series model having approximate beta marginals
inferred← citeshttps://doi.org/10.1007/s00362-019-01104-zopenalex-snapshot
Estimating multiple breaks in mean sequentially with fractionally integrated errors
inferred← citeshttps://doi.org/10.1007/s00362-023-01490-5openalex-snapshot
Change point in variance of fractionally integrated noise
inferred← citeshttps://doi.org/10.1007/s00382-011-1248-1openalex-snapshot
Estimation of persistence and trends in geostrophic wind speed for the assessment of wind energy yields in Northwest Europe
inferred← citeshttps://doi.org/10.1007/s00477-010-0408-xopenalex-snapshot
Simultaneous estimation of the parameters of the Hurst–Kolmogorov stochastic process
inferred← citeshttps://doi.org/10.1007/s00477-013-0832-9openalex-snapshot
Multifractal and long memory of humidity process in the Tarim River Basin
inferred← citeshttps://doi.org/10.1007/s00477-015-1041-5openalex-snapshot
The importance of prewhitening in change point analysis under persistence
inferred← citeshttps://doi.org/10.1007/s00703-017-0564-3openalex-snapshot
Trends analysis of rainfall and rainfall extremes in Sarawak, Malaysia using modified Mann–Kendall test
inferred← citeshttps://doi.org/10.1007/s00704-012-0654-6openalex-snapshot
Wetting tendency in the Central Mekong Basin consistent with climate change-induced atmospheric disturbances already observed in East Asia
inferred← citeshttps://doi.org/10.1007/s00704-018-2375-yopenalex-snapshot
Rescaled range analysis of streamflow records in the São Francisco River Basin, Brazil
inferred← citeshttps://doi.org/10.1007/s00704-018-2498-1openalex-snapshot
Unidirectional trends in annual and seasonal climate and extremes in Egypt
inferred← citeshttps://doi.org/10.1007/s00704-018-2520-7openalex-snapshot
Spatial distribution of unidirectional trends in temperature and temperature extremes in Pakistan
inferred← citeshttps://doi.org/10.1007/s00704-020-03389-9openalex-snapshot
Spatiotemporal changes in precipitation extremes in the arid province of Pakistan with removal of the influence of natural climate variability
inferred← citeshttps://doi.org/10.1007/s00704-025-05631-8openalex-snapshot
Mapping water dynamics in Borneo’s biodiversity hotspot: a satellite-based analysis
inferred← citeshttps://doi.org/10.1007/s10291-018-0748-4openalex-snapshot
Theory of second order stationary random processes applied to GPS coordinate time-series
inferred← citeshttps://doi.org/10.1007/s10479-018-3063-0openalex-snapshot
Exploring the financial risk of a temperature index: a fractional integrated approach
inferred← citeshttps://doi.org/10.1007/s10584-011-0359-3openalex-snapshot
Multi-year variability or unidirectional trends? Mapping long-term precipitation and temperature changes in continental Southeast Asia using PRECIS regional climate model
inferred← citeshttps://doi.org/10.1007/s10614-011-9274-yopenalex-snapshot
A Long Memory Model with Normal Mixture GARCH
inferred← citeshttps://doi.org/10.1007/s10666-005-9020-1openalex-snapshot
Nonstationary, long memory and anti-persistence in several climatological time series data
inferred← citeshttps://doi.org/10.1007/s10958-026-08550-9openalex-snapshot
GENERALIZED LEAST SQUARES ESTIMATION OF FRACTIONAL AUTOREGRESSIVE MODELS
inferred← citeshttps://doi.org/10.1007/s11071-019-04800-5openalex-snapshot
Analysis of complex time series based on EMD energy entropy plane
inferred← citeshttps://doi.org/10.1007/s11071-019-05274-1openalex-snapshot
Analysis of financial time series using discrete generalized past entropy based on oscillation-based grain exponent
inferred← citeshttps://doi.org/10.1007/s11135-014-9995-9openalex-snapshot
A review of aggregation techniques for agent-based models: understanding the presence of long-term memory
inferred← citeshttps://doi.org/10.1007/s11203-023-09302-1openalex-snapshot
Nonparametric estimation for random effects models driven by fractional Brownian motion using Hermite polynomials
inferred← citeshttps://doi.org/10.1007/s11207-009-9390-1openalex-snapshot
Time Series Modeling of Sunspot Numbers Using Long-Range Cyclical Dependence
inferred← citeshttps://doi.org/10.1007/s11222-018-9843-1openalex-snapshot
An approximate fractional Gaussian noise model with $$\mathcal {O}(n)$$ O ( n ) computational cost
inferred← citeshttps://doi.org/10.1007/s11442-010-0219-5openalex-snapshot
Chaotic characters of the Yellow River Basin based on the sediment time series: An attempt to integrated research in geography
inferred← citeshttps://doi.org/10.1007/s11600-024-01286-7openalex-snapshot
Evaluation of gridded dataset in estimating extreme precipitations indices in Pakistan
inferred← citeshttps://doi.org/10.1007/s12197-014-9296-0openalex-snapshot
Persistence and cyclical dependence in the monthly euribor rate
inferred← citeshttps://doi.org/10.1007/s40747-021-00442-6openalex-snapshot
An edge-cloud collaboration architecture for pattern anomaly detection of time series in wireless sensor networks
inferred← citeshttps://doi.org/10.1007/s40844-016-0050-5openalex-snapshot
A model of transaction signs with order splitting and public information
inferred← citeshttps://doi.org/10.1007/s42519-025-00479-7openalex-snapshot
Nonparametric Estimation for Fractional Geometric Model with Random Effects, with application to the Nasdaq-100 stock prices
inferred← citeshttps://doi.org/10.1016/0022-1694(81)90212-2openalex-snapshot
Analysis of surplus- and deficit-using runs
inferred← citeshttps://doi.org/10.1016/0022-1694(86)90167-8openalex-snapshot
On the nature of persistence in dendrochronologic records with implications for hydrology
inferred← citeshttps://doi.org/10.1016/0022-1694(91)90187-mopenalex-snapshot
A comparison of index-sequential and AR(1) generated hydrologic sequences
inferred← citeshttps://doi.org/10.1016/0167-7152(94)00015-8openalex-snapshot
Continuous-time fractional ARMA processes
inferred← citeshttps://doi.org/10.1016/0169-2070(85)90018-4openalex-snapshot
How far can changes in general business activity be forecasted?
inferred← citeshttps://doi.org/10.1016/0169-2070(88)90012-xopenalex-snapshot
Forecasting annual geophysical time series
inferred← citeshttps://doi.org/10.1016/0304-4076(80)90092-5openalex-snapshot
Long memory relationships and the aggregation of dynamic models
inferred← citeshttps://doi.org/10.1016/0304-4076(81)90079-8openalex-snapshot
Some properties of time series data and their use in econometric model specification
inferred← citeshttps://doi.org/10.1016/0304-4076(92)90084-5openalex-snapshot
Maximum likelihood estimation of stationary univariate fractionally integrated time series models
inferred← citeshttps://doi.org/10.1016/0304-4076(95)01732-1openalex-snapshot
Long memory processes and fractional integration in econometrics
inferred← citeshttps://doi.org/10.1016/0304-4076(95)01739-9openalex-snapshot
Estimating a generalized long memory process
inferred← citeshttps://doi.org/10.1016/0378-4754(90)90229-copenalex-snapshot
Modelling tools for water management
inferred← citeshttps://doi.org/10.1016/b978-0-12-820673-7.00004-4openalex-snapshot
Streamflow forecasting at large time scales using statistical models
inferred← citeshttps://doi.org/10.1016/j.advwatres.2017.10.015openalex-snapshot
Untenable nonstationarity: An assessment of the fitness for purpose of trend tests in hydrology
inferred← citeshttps://doi.org/10.1016/j.annals.2014.02.008openalex-snapshot
Persistence, long memory and seasonality in Kenyan tourism series
inferred← citeshttps://doi.org/10.1016/j.asieco.2022.101574openalex-snapshot
Modeling an early warning system for household debt risk in Korea: A simple deep learning approach
inferred← citeshttps://doi.org/10.1016/j.atmosres.2020.105289openalex-snapshot
Validation of CHIRPS satellite-based precipitation dataset over Pakistan
inferred← citeshttps://doi.org/10.1016/j.automatica.2011.07.012openalex-snapshot
A regularised estimator for long-range dependent processes
inferred← citeshttps://doi.org/10.1016/j.csda.2010.07.010openalex-snapshot
On the estimation and diagnostic checking of the ARFIMA–HYGARCH model
inferred← citeshttps://doi.org/10.1016/j.cya.2015.05.007openalex-snapshot
Memoria larga en el tipo de cambio nominal: evidencia internacional
inferred← citeshttps://doi.org/10.1016/j.econlet.2007.04.018openalex-snapshot
Change-point estimation of nonstationary I(d) processes
inferred← citeshttps://doi.org/10.1016/j.econlet.2012.11.011openalex-snapshot
Recursive predictive tests for structural change of long-memory ARFIMA processes with unknown break points
inferred← citeshttps://doi.org/10.1016/j.econmod.2012.02.006openalex-snapshot
Comovements among U.S. state housing prices: Evidence from fractional cointegration
inferred← citeshttps://doi.org/10.1016/j.econmod.2014.01.026openalex-snapshot
Persistence and cycles in US hours worked
inferred← citeshttps://doi.org/10.1016/j.egyr.2020.02.017openalex-snapshot
Crude oil maritime transportation: Market fluctuation characteristics and the impact of critical events
inferred← citeshttps://doi.org/10.1016/j.energy.2017.02.092openalex-snapshot
Shocks affecting electricity prices in Kenya, a fractional integration study
inferred← citeshttps://doi.org/10.1016/j.enpol.2009.04.017openalex-snapshot
Long memory in US disaggregated petroleum consumption: Evidence from univariate and multivariate LM tests for fractional integration
inferred← citeshttps://doi.org/10.1016/j.gloplacha.2026.105747openalex-snapshot
Evaluating hydroclimatic persistence signals in Antarctic snowfall accumulation and sea salt sodium records
inferred← citeshttps://doi.org/10.1016/j.ijforecast.2024.07.008openalex-snapshot
On memory-augmented gated recurrent unit network
inferred← citeshttps://doi.org/10.1016/j.jappgeo.2019.103833openalex-snapshot
On characterizing heterogeneities from velocity logs using Hölderian regularity analysis: A case study from Algerian tight Devonian reservoirs
inferred← citeshttps://doi.org/10.1016/j.jeconom.2004.09.001openalex-snapshot
Modelling structural breaks, long memory and stock market volatility: an overview
inferred← citeshttps://doi.org/10.1016/j.jeconom.2013.04.006openalex-snapshot
Forecasting a long memory process subject to structural breaks
inferred← citeshttps://doi.org/10.1016/j.jhydrol.2007.11.009openalex-snapshot
Trend detection in hydrologic data: The Mann–Kendall trend test under the scaling hypothesis
inferred← citeshttps://doi.org/10.1016/j.jhydrol.2009.01.040openalex-snapshot
Enhancing the effectiveness of prewhitening in trend analysis of hydrologic data
inferred← citeshttps://doi.org/10.1016/j.jhydrol.2015.05.048openalex-snapshot
Forecasting daily river flows using nonlinear time series models
inferred← citeshttps://doi.org/10.1016/j.jhydrol.2022.128512openalex-snapshot
A structured framework to interpret hydro-climatic and water quality trends in Mediterranean climate zones
inferred← citeshttps://doi.org/10.1016/j.jimonfin.2005.08.008openalex-snapshot
News announcements, market activity and volatility in the euro/dollar foreign exchange market
inferred← citeshttps://doi.org/10.1016/j.jimonfin.2012.12.002openalex-snapshot
On the persistence and volatility in European, American and Asian stocks bull and bear markets
inferred← citeshttps://doi.org/10.1016/j.jspi.2005.01.010openalex-snapshot
Bayesian wavelet analysis of autoregressive fractionally integrated moving-average processes
inferred← citeshttps://doi.org/10.1016/j.najef.2017.07.016openalex-snapshot
Modeling Latin-American stock and Forex markets volatility: Empirical application of a model with random level shifts and genuine long memory
inferred← citeshttps://doi.org/10.1016/j.physa.2012.07.062openalex-snapshot
The sample autocorrelation function and the detection of long-memory processes
inferred← citeshttps://doi.org/10.1016/j.physa.2013.10.043openalex-snapshot
Global temperatures and sunspot numbers. Are they related?
inferred← citeshttps://doi.org/10.1016/j.physa.2014.04.032openalex-snapshot
Measuring persistence in stock market volatility using the FIGARCH approach
inferred← citeshttps://doi.org/10.1016/j.physa.2018.09.081openalex-snapshot
Persistence in trends and cycles of gold and silver prices: Evidence from historical data
inferred← citeshttps://doi.org/10.1016/j.physa.2020.124404openalex-snapshot
Statistical analysis of DWT coefficients of fGn processes using ARFIMA(p,d,q) models
inferred← citeshttps://doi.org/10.1016/j.rdf.2015.11.002openalex-snapshot
Modeling Latin-American stock markets volatility: Varying probabilities and mean reversion in a random level shift model
inferred← citeshttps://doi.org/10.1016/j.rdf.2018.11.003openalex-snapshot
On the linkages between Africa’s emerging equity markets and global markets: Evidence from fractional integration and cointegration
inferred← citeshttps://doi.org/10.1016/j.spl.2026.110828openalex-snapshot
Estimating a common break in anti-persistent panel models with cross-sectional dependence
inferred← citeshttps://doi.org/10.1016/j.tourman.2008.10.016openalex-snapshot
Forecasting tourism demand with ARMA-based methods
inferred← citeshttps://doi.org/10.1016/j.trc.2009.03.001openalex-snapshot
Memory properties and fractional integration in transportation time-series
inferred← citeshttps://doi.org/10.1016/j.wace.2023.100554openalex-snapshot
Long-term trend analysis of extreme climate in Sarawak tropical peatland under the influence of climate change
inferred← citeshttps://doi.org/10.1016/s0165-1684(97)00142-4openalex-snapshot
Determination of Gegenbauer-type random process models
inferred← citeshttps://doi.org/10.1016/s0165-1889(99)00010-xopenalex-snapshot
An alternative maximum likelihood estimator of long-memory processes using compactly supported wavelets
inferred← citeshttps://doi.org/10.1016/s0167-5648(08)70660-9openalex-snapshot
Chapter 3 Stationary Nonseasonal Models
inferred← citeshttps://doi.org/10.1016/s0167-5648(08)70664-6openalex-snapshot
Chapter 6 Parameter Estimation
inferred← citeshttps://doi.org/10.1016/s0167-5648(08)70670-1openalex-snapshot
Chapter 10 The Hurst Phenomenon and Fractional Gaussian Noise
inferred← citeshttps://doi.org/10.1016/s0167-5648(08)70768-8openalex-snapshot
Chapter 9 Water Storage and Conservation
inferred← citeshttps://doi.org/10.1016/s0169-7161(05)80085-9openalex-snapshot
19 Multiscale signal processing techniques: A review
inferred← citeshttps://doi.org/10.1016/s0261-5606(02)00018-9openalex-snapshot
Does the Australian dollar real exchange rate display mean reversion
inferred← citeshttps://doi.org/10.1016/s0304-4076(99)00079-2openalex-snapshot
Semiparametric estimation of long-memory volatility dependencies: The role of high-frequency data
inferred← citeshttps://doi.org/10.1016/s0378-3758(98)00254-7openalex-snapshot
Some simulations and applications of forecasting long-memory time-series models
inferred← citeshttps://doi.org/10.1016/s1364-8152(01)00025-1openalex-snapshot
A seasonal periodic long memory model for monthly river flows
inferred← citeshttps://doi.org/10.1017/cbo9780511753978.007openalex-snapshot
Some Properties of Time Series Data and Their Use in Econometric Model Specification
inferred← citeshttps://doi.org/10.1017/cbo9780511753978.018openalex-snapshot
An Introduction to Long-Memory Time Series Models and Fractional Differencing
inferred← citeshttps://doi.org/10.1017/cbo9781139043205.011openalex-snapshot
Quasi-Maximum Likelihood Estimation
inferred← citeshttps://doi.org/10.1017/ccol052179207x.019openalex-snapshot
Long Memory Relationships and the Aggregation of Dynamic Models
inferred← citeshttps://doi.org/10.1017/s0021900200019641openalex-snapshot
Power-law correlations and other models with long-range dependence on a lattice
inferred← citeshttps://doi.org/10.1017/s0021900200022579openalex-snapshot
Correlation models with long-range dependence
inferred← citeshttps://doi.org/10.1023/a:1011640512990openalex-snapshot
Robust Estimation of GARMA Model Parameters with an Application to Cointegration among Interest Rates of Industrialized Countries
inferred← citeshttps://doi.org/10.1023/a:1015509225232openalex-snapshot
Semiparametric Estimation of the Fractional Differencing Parameter of Measures of the U.K. Unemployment
inferred← citeshttps://doi.org/10.1023/a:1017507306245openalex-snapshot
Estimating the Parameters of a Fractional Brownian Motion by Discrete Variations of its Sample Paths
inferred← citeshttps://doi.org/10.1023/a:1024105822304openalex-snapshot
Long-Term Memory and Applying the Multi-Factor ARFIMA Models in Financial Markets
inferred← citeshttps://doi.org/10.1029/016wm15openalex-snapshot
The Role of Climate in Water Resources Planning and Management
inferred← citeshttps://doi.org/10.1029/2006wr005111openalex-snapshot
Improved finite‐sample Hurst exponent estimates using rescaled range analysis
inferred← citeshttps://doi.org/10.1029/2023wr035371openalex-snapshot
Synthetic Simulation of Spatially‐Correlated Streamflows: Weighted‐Modified Fractional Gaussian Noise
inferred← citeshttps://doi.org/10.1029/93wr00581openalex-snapshot
The value of streamflow data for storage design
inferred← citeshttps://doi.org/10.1029/wr014i003p00509openalex-snapshot
Preservation of the rescaled adjusted range: 2. Simulation studies using Box‐Jenkins Models
inferred← citeshttps://doi.org/10.1029/wr014i003p00517openalex-snapshot
Preservation of the rescaled adjusted range: 3. Fractional Gaussian noise algorithms
inferred← citeshttps://doi.org/10.1029/wr014i004p00699openalex-snapshot
Comment on ‘Modeling monthly hydrologic persistence’ by G. K. Young and R. U. Jettmar
inferred← citeshttps://doi.org/10.1029/wr014i005p00969openalex-snapshot
Simulation procedures for Box‐Jenkins Models
inferred← citeshttps://doi.org/10.1029/wr015i002p00501openalex-snapshot
Comment on ‘Evidence for nonstationarity as a physical explanation of the Hurst Phenomenon’ by Kenneth W. Potter
inferred← citeshttps://doi.org/10.1029/wr015i005p01035openalex-snapshot
A nonparametric Markov Model for daily river flow
inferred← citeshttps://doi.org/10.1029/wr015i006p01669openalex-snapshot
Reply [to “Comment on ‘Simulation procedures for Box‐Jenkins Models’ by A. Ian McLeod and Keith W. Hipel”]
inferred← citeshttps://doi.org/10.1029/wr018i004p00909openalex-snapshot
Synthetic streamflow generation: 1. Model verification and validation
inferred← citeshttps://doi.org/10.1029/wr018i004p01097openalex-snapshot
Optimal choice of type and order of river flow time series models
inferred← citeshttps://doi.org/10.1029/wr020i012p01898openalex-snapshot
Modeling persistence in hydrological time series using fractional differencing
inferred← citeshttps://doi.org/10.1029/wr021i005p00665openalex-snapshot
A condensed disaggregation model for incorporating parameter uncertainty into monthly reservoir simulations
inferred← citeshttps://doi.org/10.1038/s41598-018-28669-3openalex-snapshot
Integer-dimensional fractals of nonlinear dynamics, control mechanisms, and physical implications
inferred← citeshttps://doi.org/10.1046/j.1365-246x.2003.01893.xopenalex-snapshot
Rescaled-range and power spectrum analyses on well-logging data
inferred← citeshttps://doi.org/10.1057/9781137273611_5openalex-snapshot
Hedge Funds Risk Measurement in the Presence of Persistence Phenomena
inferred← citeshttps://doi.org/10.1061/(asce)he.1943-5584.0001136openalex-snapshot
Fractional Governing Equations of Diffusion Wave and Kinematic Wave Open-Channel Flow in Fractional Time-Space. I. Development of the Equations
inferred← citeshttps://doi.org/10.1061/(asce)he.1943-5584.0001247openalex-snapshot
Discussion of “Trend, Independence, Stationarity, and Homogeneity Tests on Maximum Rainfall Series of Standard Durations Recorded in Turkey” by Tefaruk Haktanir and Hatice Citakoglu
inferred← citeshttps://doi.org/10.1061/(asce)wr.1943-5452.0000287openalex-snapshot
Evaluating the Impact of Alternative Hydro-Climate Scenarios on Transfer Agreements: Practical Improvement for Generating Synthetic Streamflows
inferred← citeshttps://doi.org/10.1080/000368400418916openalex-snapshot
Asymptotics of trend stationary fractionally integrated ARMA models
inferred← citeshttps://doi.org/10.1080/0003684042000247389openalex-snapshot
Semiparametric estimation of the fractional differencing parameter in the UK industrial production index
inferred← citeshttps://doi.org/10.1080/00036840500427023openalex-snapshot
Estimating persistence in Canadian unemployment: evidence from a Bayesian ARFIMA
inferred← citeshttps://doi.org/10.1080/00036846.2014.907482openalex-snapshot
Inflation in Mozambique: empirical facts based on persistence, seasonality and breaks
inferred← citeshttps://doi.org/10.1080/00949650802087011openalex-snapshot
A multivariate long-memory model with structural breaks
inferred← citeshttps://doi.org/10.1080/00949650902773536openalex-snapshot
Maximum likelihood estimation of stationary multivariate ARFIMA processes
inferred← citeshttps://doi.org/10.1080/00949655.2013.781271openalex-snapshot
Obtaining prediction intervals for FARIMA processes using the sieve bootstrap
inferred← citeshttps://doi.org/10.1080/00949655.2026.2695926openalex-snapshot
Moments method of estimation for diffusion processes with random effects driven by fractional Brownian motion with real application
inferred← citeshttps://doi.org/10.1080/01621459.1997.10474043openalex-snapshot
Modeling Long-Range Dependence, Nonlinearity, and Periodic Phenomena in Sea Surface Temperatures Using TSMARS
inferred← citeshttps://doi.org/10.1080/01621459.1997.10474076openalex-snapshot
On Fractionally Integrated Autoregressive Moving-Average Time Series Models With Conditional Heteroscedasticity
inferred← citeshttps://doi.org/10.1080/02626667.2011.586948openalex-snapshot
The distribution of Kendall's tau for testing the significance of cross-correlation in persistent data
inferred← citeshttps://doi.org/10.1080/02626667.2011.588172openalex-snapshot
Identification of trends in Malaysian monthly runoff under the scaling hypothesis
inferred← citeshttps://doi.org/10.1080/02664763.2014.1001328openalex-snapshot
Linear and segmented trends in sea surface temperature data
inferred← citeshttps://doi.org/10.1080/02664768700000029openalex-snapshot
Fractional modelling on emergency room attendance data
inferred← citeshttps://doi.org/10.1080/03610918.2021.1891432openalex-snapshot
Comparing the performances of symmetric and asymmetric generalized autoregressive conditionally heteroscedasticity models based on long-memory models under different distributions
inferred← citeshttps://doi.org/10.1080/03610920600692649openalex-snapshot
Bivariate Time Series Modeling of Financial Count Data
inferred← citeshttps://doi.org/10.1080/03610926.2019.1637000openalex-snapshot
Common breaks in means for panel data under short-range dependence
inferred← citeshttps://doi.org/10.1080/07350015.1993.10509935openalex-snapshot
Long Memory in Foreign-Exchange Rates
inferred← citeshttps://doi.org/10.1080/07362994.2020.1765801openalex-snapshot
Nonparametric estimation for small fractional diffusion processes with random effects
inferred← citeshttps://doi.org/10.1080/07474939808800423openalex-snapshot
On the power of durbin-watson statistic against fractionally integrated processes
inferred← citeshttps://doi.org/10.1080/09603100010025733openalex-snapshot
Long memory in stock returns: some international evidence
inferred← citeshttps://doi.org/10.1080/09603100701630030openalex-snapshot
Empirical distributions of stock returns: Paris stock market, 1980–2003
inferred← citeshttps://doi.org/10.1080/096031096334033openalex-snapshot
Testing memory patterns in the Spanish stock market
showing the first 200 of 307 · page through all 307
Editorial review for independent work. ICSAC — the Institute for Complexity
Science and Advanced Computing — runs a structured editorial panel for researchers
publishing outside journals, and publishes on CiteStamp rails. Submission is free
and goes through ORCID: icsacinstitute.org/submit.