On the sampling distribution of Allan factor estimator for a homogeneous Poisson process and its use to test inhomogeneities at multiple scales

The Allan factor (AF) is a statistic widely used to assess if the rate of occurrences of an event tends to cluster and show persistence in a range of space and/or time scales. This study investigates the sampling distribution function of the AF estimator when the underlying process is homogeneous Poissonian.

Publication Info.

• Date: Fri 01, Mar 2013
• Author(s): Francesco Serinaldi, Chris G. Kilsby
• Journal: Physica A
• Ext. Link: http://www.sciencedirect.com/science/article/pii/S0378437112009806
• Type: Paper

Research Areas

• Pillar: Natural Hazard & Risk
• Hub: Flood