TY - JOUR
AU - Klemeš, V.
AB - It is shown that the Hurst phenomenon is not necessarily an indicator of infinite memory of a process. It can also be caused by nonstationarity in the mean and by random walks with one absorbing barrier, which often arise in natural storage systems. Attention is drawn to the fact that inferences about physical features of a process, based on operational models, can be not only inaccurate but grossly misleading.
TI - The Hurst Phenomenon: A puzzle?
JF - Water Resources Research
DO - 10.1029/WR010i004p00675
DA - 1974-08-01
UR - https://www.deepdyve.com/lp/wiley/the-hurst-phenomenon-a-puzzle-71l50vKBvG
SP - 675
EP - 688
VL - 10
IS - 4
DP - DeepDyve
ER -