Broken line process derived as an approximation to fractional noise
- 1 October 1972
- journal article
- Published by American Geophysical Union (AGU) in Water Resources Research
- Vol. 8 (5) , 1354-1356
- https://doi.org/10.1029/wr008i005p01354
Abstract
The broken line process has been advanced recently as a possible replacement for fractional noise as a model representing long‐run persistence in hydrology and turbulence. It is shown that in fact one can rederive the broken line process as an approximation to fractional noise and that efforts to preserve the value of ρ″(0;) may well be misplaced.This publication has 7 references indexed in Scilit:
- Long memory monthly streamflow simulation by a broken line modelWater Resources Research, 1972
- Streamflow simulation: 2. The broken line process as a potential model for hydrologic simulationWater Resources Research, 1972
- Streamflow Simulation: 1. A new look at Markovian Models, fractional Gaussian noise, and Crossing TheoryWater Resources Research, 1972
- A Fast Fractional Gaussian Noise GeneratorWater Resources Research, 1971
- Computer Experiments With Fractional Gaussian Noises: Part 1, Averages and VariancesWater Resources Research, 1969
- Noah, Joseph, and Operational HydrologyWater Resources Research, 1968
- Fractional Brownian Motions, Fractional Noises and ApplicationsSIAM Review, 1968