Author(s): A. R. Rao; D. Bhattacharya

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Keywords: No Keywords

Abstract: The objective of this study is to investigate the behavior of the Hurst coefficient when the short term memory is considered. It is shown that after accounting for short-term memory in monthly hydrologic time series, the Hurst exponent is close to 0.5, indicating no evidence of long-term memory. Thus, short-term memory models like the autoregressive-moving average models are adequate to model hydrologic time series.

DOI:

Year: 1997