Factors influencing long range dependence in streamflow of European rivers

Investigating long range dependence of river flows, especially in connection with various climate and storage related factors, is important in order to improve stochastic models for long range dependence and in order to understand deterministic and stochastic variability in long‐term behaviour of streamflow. Long range dependence expressed by the Hurst coefficient H is estimated for 39 (deseasonalized) mean daily runoff time series in Europe of at least 59 years using five estimators (rescaled range, regression on periodogram, Whittle, aggregated variances, and least squares based on variance). All methods yield estimates of H > 0.5 for all data sets. The results from the different estimators are significantly positively correlated for all pairs of methods indicating consistency of the methods used. Correlations between H and various catchment attributes are also analysed. H is strongly positively correlated with catchment area. Apparently, increasing storage with catchment area translates into increasing long range dependence. H is also positively correlated with mean discharge and air temperature and negatively correlated with the mean specific discharge and the seasonality index (maximum Pardé coefficient). No significant correlation is found between the Hurst coefficient and the length of the analyzed time series. The correlations are interpreted in terms of snow processes and catchment wetness. Copyright © 2012 John Wiley & Sons, Ltd.