Iliopoulou, TheanoTheanoIliopoulouPapalexiou, Simon MichaelSimon MichaelPapalexiouMarkonis, YannisYannisMarkonisKoutsoyiannis, DemetrisDemetrisKoutsoyiannis2025-10-092025-10-092018Journal of hydrology 556: 891-900 (2018)https://hdl.handle.net/11420/57935Long-range dependence (LRD), the so-called Hurst–Kolmogorov behaviour, is considered to be an intrinsic characteristic of most natural processes. This behaviour manifests itself by the prevalence of slowly decaying autocorrelation function and questions the Markov assumption, often habitually employed in time series analysis. Herein, we investigate the dependence structure of annual rainfall using a large set, comprising more than a thousand stations worldwide of length 100 years or more, as well as a smaller number of paleoclimatic reconstructions covering the last 12,000 years. Our findings suggest weak long-term persistence for instrumental data (average H = 0.59), which becomes stronger with scale, i.e. in the paleoclimatic reconstructions (average H = 0.75).en1879-27072018891900ElsevierHurst behaviourLong-range dependenceLong-term persistencePrecipitation reconstructionsProxy recordsRainfall variabilityNatural Sciences and Mathematics::551: Geology, Hydrology MeteorologyJournal Article10.1016/j.jhydrol.2016.04.015Journal Article