Harold Edwin Hurst
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Harold Edwin Hurst (1880-1978) was a British hydrologist. Hurst's (1951) study on measuring the long-term storage capacity of reservoirs documented the presence of long-range dependence in hydrology. Much of Hurst's research was motivated by his empirical observations of the Nile. The Hurst exponent, which has been used in other fields, such as finance and cardiology, was named after him.
[edit] References
- Mandelbrot, Benoît B., The (Mis)Behavior of Markets, A Fractal View of Risk, Ruin and Reward (Basic Books, 2004)
- Hurst, H., 1951, "Long Term Storage Capacity of Reservoirs," Transactions of the American Society of Civil Engineers, 116, 770-799.