Preservation of the rescaled adjusted range: 1. A reassessment of the Hurst Phenomenon

A new look at the statistical model identification

1974 • 46,507 citations

Linear Statistical Inference and its Applications

1973 • 10,599 citations

Fractional Brownian Motions, Fractional Noises and Applications

1968 • 7,349 citations

Long-Term Storage Capacity of Reservoirs

1951 • 5,807 citations

Spectral Analysis and its Applications.

1969 • 5,105 citations

Bayesian Inference in Statistical Analysis.

1975 • 3,994 citations

Time Series: Data Analysis and Theory.

1976 • 2,796 citations

Noah, Joseph, and Operational Hydrology

1968 • 1,066 citations

Some long‐run properties of geophysical records

1969 • 972 citations

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

1969 • 970 citations

The Asymptotic Distribution of the Range of Sums of Independent Random Variables

1951 • 546 citations

Computer Experiments With Fractional Gaussian Noises: Part 1, Averages and Variances

1969 • 529 citations

Bayesian Inference in Statistical Analysis

1974 • 456 citations

METHODS OF USING LONG-TERM STORAGE IN RESERVOIRS.

1956 • 404 citations

The Hurst Phenomenon: A puzzle?

1974 • 355 citations

A Fast Fractional Gaussian Noise Generator

1971 • 337 citations

Partial Residual Plots Based on Robust Fits

2000 • 311 citations

Vector linear time series models

1976 • 276 citations

The Theory of Storage

1959 • 250 citations

A Suggested Statistical Model of some Time Series which occur in Nature

1957 • 236 citations

Advances in Box‐Jenkins modeling: 1. Model construction

1977 • 225 citations

Stochastic Modelling of Riverflow Time Series

1977 • 213 citations

The expected value of the adjusted rescaled Hurst range of independent normal summands

1976 • 185 citations

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

1969 • 166 citations

On the Distribution of Residual Autocorrelations in Box–Jenkins Models

1978 • 160 citations

“Infinite Variance” and Research Strategy in Time Series Analysis

1972 • 144 citations

Computer Experiments with Fractional Gaussian Noises: Part 3, Mathematical Appendix

1969 • 142 citations

Small Sample Properties of H and K—Estimators of the Hurst Coefficient h

1970 • 139 citations

The Expected Value of the Adjusted Rescaled Hurst Range of Independent Normal Summands

1976 • 131 citations

Simulation procedures for Box‐Jenkins Models

1978 • 111 citations

Evidence for nonstationarity as a physical explanation of the Hurst Phenomenon

1976 • 106 citations

Advances in Box‐Jenkins modeling: 2. Applications

1977 • 102 citations

Intervention analysis in water resources

1975 • 94 citations

Derivation of the Theoretical Autocovariance Function of Autoregressive Moving Average Time Series

1975 • 91 citations

Streamflow simulation: 2. The broken line process as a potential model for hydrologic simulation

1972 • 85 citations

"Infinite Variance" and Research Strategy in Time Series Analysis

1972 • 74 citations

ON THE RANGE OF PARTIAL SUMS OF A FINITE NUMBER OF INDEPENDENT NORMAL VARIATES

1953 • 74 citations

Stochastic Models in Hydrology

1970 • 61 citations

Statistical Properties of Multivariate Fractional Noise Processes

1971 • 52 citations

Streamflow Simulation: 1. A new look at Markovian Models, fractional Gaussian noise, and Crossing Theory

1972 • 52 citations

Algorithm AS 6: Triangular Decomposition of a Symmetric Matrix

1968 • 50 citations

Operational assessment of hydrologic models of long-term persistence

1977 • 48 citations

On the range of cumulative sums

1964 • 47 citations

Improved Box–Jenkins estimators

1977 • 45 citations

FIRM RESERVOIR YIELD—HOW RELIABLE ARE HISTORIC HYDROLOGICAL RECORDS?

1973 • 44 citations

Improved Box-Jenkins Estimators

1977 • 43 citations

Stochastic modelling of long-term persistence in streamflow sequences

1974 • 42 citations

The asymptotic distribution of the range and other functions of partial sums of stationary processes

1976 • 39 citations

The Mean and Variance of the Maximum of the Adjusted Partial Sums of a Finite Number of Independent Normal Variates

1957 • 38 citations

Stochastic modelling of the effects of reservoir operation

1977 • 36 citations

Broken line process derived as an approximation to fractional noise

1972 • 32 citations

On the expected range and expected adjusted range of partial sums of exchangeable random variables

1973 • 32 citations

Limiting Distribution of the Maximum of a Diffusion Process

1964 • 30 citations

Preservation of the rescaled adjusted range: 3. Fractional Gaussian noise algorithms

1978 • 30 citations

On the expected range and expected adjusted range of partial sums of exchangeable random variables

1973 • 28 citations

Range and deficit analysis using Markov chains

1975 • 26 citations

Long memory monthly streamflow simulation by a broken line model

1972 • 23 citations

Modeling monthly hydrologic persistence

1976 • 19 citations

Skew inputs and the Hurst effect

1975 • 18 citations

Note on evaluations of R/S for fractional noises and geophysical records

1970 • 18 citations

Expected range and adjusted range of hydrologic sequences

1974 • 17 citations

THE VARIANCE OF THE MAXIMUM OF PARTIAL SUMS OF A FINITE NUMBER OF INDEPENDENT NORMAL VARIATES

1955 • 13 citations

ON THE MOMENTS OF THE MAXIMUM OF PARTIAL SUMS OF A FINITE NUMBER OF INDEPENDENT NORMAL VARIATES

1956 • 9 citations

Skew inputs and the Hurst effect — A comment

1976 • 5 citations

Comment on ‘Modeling monthly hydrologic persistence’ by G. K. Young and R. U. Jettmar

1978 • 4 citations

DISCUSSION. METHODS OF USING LONG-TERM STORAGE IN RESERVOIRS.

1956 • 4 citations