# The Hurst phenomenon and fractional Gaussian noise made easy

@article{Koutsoyiannis2002TheHP, title={The Hurst phenomenon and fractional Gaussian noise made easy}, author={Demetris Koutsoyiannis}, journal={Hydrological Sciences Journal}, year={2002}, volume={47}, pages={573 - 595} }

Abstract The Hurst phenomenon, which characterizes hydrological and other geophysical time series, is formulated and studied in an easy manner in terms of the variance and autocorrelation of a stochastic process on multiple temporal scales. In addition, a simple explanation of the Hurst phenomenon based on the fluctuation of a hydrological process upon different temporal scales is presented. The stochastic process that was devised to represent the Hurst phenomenon, i.e. the fractional Gaussian…

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