Simultaneous estimation of the parameters of the Hurst-Kolmogorov stochastic process

Stochastic Environmental Research and Risk Assessment

Volumn 25, Issue 1, 2011, Pages 21-33

  Tyralis, Hristos ^a   Koutsoyiannis, Demetris ^a  

^a NATIONAL TECHNICAL UNIVERSITY OF ATHENS   (Greece)

Author keywords

Hurst parameter estimators; Hurst phenomenon; Hurst Kolmogorov behaviour; Hydrological estimation; Hydrological statistics; Long term persistence

Indexed keywords

HURST PARAMETER; HURST PHENOMENON; HYDROLOGICAL ESTIMATION; HYDROLOGICAL STATISTICS; KOLMOGOROV; LONG TERM;

COMPUTATIONAL COMPLEXITY; MAXIMUM LIKELIHOOD ESTIMATION; RANDOM PROCESSES; STOCHASTIC SYSTEMS; TIME SERIES;

PARAMETER ESTIMATION;

COMPUTER SIMULATION; ESTIMATION METHOD; HYDROLOGY; LEAST SQUARES METHOD; MAXIMUM LIKELIHOOD ANALYSIS; NUMERICAL MODEL; PARAMETERIZATION; PERFORMANCE ASSESSMENT; STOCHASTICITY; TIME SERIES ANALYSIS;

EID: 78651515164     PISSN: 14363240     EISSN: 14363259     Source Type: Journal    
DOI: 10.1007/s00477-010-0408-x     Document Type: Article

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