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Long-Range Dependence and Sea Level Forecasting pp 7–10Cite as

Long-Range Dependence and ARFIMA Models

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Abstract

In this chapter, long-range dependence concept, Hurst phenomenon and ARFIMA models are introduced and the earlier work on these subjects are reviewed. Several methodologies are introduced for the estimation of long-range dependence index (Hurst number or fractional difference parameter).

Keywords

  • Long-range dependence
  • Long memory
  • ARFIMA models
  • Hurst phenomenon

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Authors and Affiliations

  1. Department of Civil and Environmental Engineering, University of California, Davis, CA, USA

    Ali Ercan & M. Levent Kavvas

  2. Khazar University, Baku, Azerbaijan

    Rovshan K. Abbasov

Authors
  1. Ali Ercan
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  2. M. Levent Kavvas
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  3. Rovshan K. Abbasov
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Corresponding author

Correspondence to Ali Ercan .

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Ercan, A., Kavvas, M.L., Abbasov, R.K. (2013). Long-Range Dependence and ARFIMA Models. In: Long-Range Dependence and Sea Level Forecasting. SpringerBriefs in Statistics. Springer, Cham. https://doi.org/10.1007/978-3-319-01505-7_2

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