Detecting long-memory: Monte Carlo simulations and application to daily streamflow processes
The Lo's modified rescaled adjusted range test (R/S test) (Lo, 1991), GPH test (Geweke and Porter-Hudak, 1983) and two approximate maximum likelihood estimation methods, i.e., Whittle's estimator (W-MLE) and another one implemented in S-Plus (S-MLE) based on the algorithm of Haslet...
| Main Authors: | , , , |
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| Format: | Article |
| Language: | English |
| Published: |
Copernicus Publications
2007-01-01
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| Series: | Hydrology and Earth System Sciences |
| Online Access: | http://www.hydrol-earth-syst-sci.net/11/851/2007/hess-11-851-2007.pdf |