Concepedia

Computer Experiments with Fractional Gaussian Noises: Part 2, Rescaled Ranges and Spectra

Benoît B. Mandelbrot, James R. Wallis

Water Resources Research · 1969 · 169 citations · 13 references

DOI

Concepts

Abstract

Continuing the preceding paper, we shall report on computer experiments concerning the ‘rescaled range’ and the spectrum of fractional Gaussian noise.

References

13

Fractional Brownian Motions, Fractional Noises and Applications

Benoît B. Mandelbrot, John W. Van Ness · SIAM Review · 1968 · 7.7K citations

, , +9

Long-Term Storage Capacity of Reservoirs

H. E. Hurst · Transactions of the American Society of Civil Engineers · 1951 · 6.2K citations

, , +15

Noah, Joseph, and Operational Hydrology

Benoît B. Mandelbrot, James R. Wallis · Water Resources Research · 1968 · 1.1K citations

, , +11

Robustness of the rescaled range R/S in the measurement of noncyclic long run statistical dependence

Benoît B. Mandelbrot, James R. Wallis · Water Resources Research · 1969 · 1.1K citations

, , +9

Some long‐run properties of geophysical records

Benoît B. Mandelbrot, James R. Wallis · Water Resources Research · 1969 · 998 citations

, , +7