The following information was submitted:
Transactions: WSEAS TRANSACTIONS ON MATHEMATICS
Transactions ID Number: 88-408
Full Name: ALINA BARBULESCU
Position: Associate Professor
Age: ON
Sex: Female
Address: OVIDIUS UNIVERSITY OF CONSTANTA
Country: ROMANIA
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E-mail address: alinadumitriu@yahoo.com
Other E-mails: abarbulescu@univ-ovidius.ro
Title of the Paper: Statistical analysis and evaluation of Hurst coefficient for annual and monthly precipitation time series
Authors as they appear in the Paper: Alina Barbulescu, Cristina Serban (Gherghina), Carmen Maftei
Email addresses of all the authors: alinadumitriu@yahoo.com, cgherghina@gmail.com, cmaftei@univ-ovidius.com
Number of paper pages: 10
Abstract: A major issue in time series analysis and particularly in the study of meteorological time series is to model and to predict their behaviour. The first step to reach this goal is the data analysis. It is what we shall do in this article, focusing on the long range dependence (LRD) property. Various estimators of LRD have been proposed. Their accuracy have been generally tested using simulated time series since sometimes only their asymptotic property are known, or worse, no asymptotic property have been proved. For ten annual and monthly data series collected in Dobrudja region, for 41 years, we did the statistical analysis and we compare the results.
Keywords: Normality, homoscedasticity, long – range dependence, Hurst coefficient
EXTENSION of the file: .doc
Special (Invited) Session: Evaluation of Hurst exponent for precipitation time series
Organizer of the Session: 646 – 630
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