Abstract
Time series from various fields, such as geophysics, meteorology, hydrology, air pollution, often display long-range dependence and small-scale behaviour (fractality). This paper develops a new class of stochastic models to represent such properties. An efficient estimation procedure is described and tested on two concentration time series collected in an environmental wind tunnel. These time series simulate two different types of odour sources and possess quite different statistical properties that are well described by the new model.
Sign-in/Register to access full text options 
Talk to us
Join us for a 30 min session where you can share your feedback and ask us any queries you have
Schedule a callDisclaimer: All third-party content on this website/platform is and will remain the property of their respective owners and is provided on "as is" basis without any warranties, express or implied. Use of third-party content does not indicate any affiliation, sponsorship with or endorsement by them. Any references to third-party content is to identify the corresponding services and shall be considered fair use under The CopyrightLaw.
