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HURST EXPONENTS FOR NON-PRECISE DATA | ||
| Iranian Journal of Fuzzy Systems | ||
| مقاله 6، دوره 10، شماره 2، تیر 2013، صفحه 73-81 اصل مقاله (403.97 K) | ||
| نوع مقاله: Research Paper | ||
| شناسه دیجیتال (DOI): 10.22111/ijfs.2013.613 | ||
| نویسندگان | ||
| Mayer Alvo* ؛ Francois Theberge | ||
| Department of Mathematics & Statistics, University of Ottawa, 585 King Edward, Ottawa, ON (K1N 5N1), Canada | ||
| چکیده | ||
| We provide a framework for the study of statistical quantities related to the Hurst phenomenon when the data are non-precise with bounded support. | ||
| کلیدواژهها | ||
| Hurst phenomenon؛ Non-precise data | ||
| مراجع | ||
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[1] M. Alvo and F. Theberge, The problem of classi cation when the data are non-precise, Austrian Journal of Statistics, 34 (2005), 375-390. [2] Environment Canada, Archived data for station 02KF005, Ottawa river at Britannia, www.ec.gc.ca/rhc-wsc. [3] W. Feller, The asymptotic distribution of the range of sums of independent random variables, The Annals of Mathematical Statistics, 22 (1951), 427-432. [4] H. E. Hurst, R. P. Black and Y. M. Simaika, Long-term storage: an experimental study, Constable (London), 1965. [5] A. I. McLeod and K. W. Hipel, Preservation of the rescaled adjusted range: A reassessment of the Hurst phenomenon, Water Resources Research, 14(3) (1978), 491-508. [6] J. Valente de Oliveira and W. Pedrycz, Advances in Fuzzy Clustering and its Applications, Chapter 8, Wiley, 2007. [7] R. Viertl, On statistical inference for non-precise data, Environmetrics, 8 (1997), 541-568. | ||
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