Fractionally differenced ARIMA models applied to hydrologic time series: Identification, estimation, and simulation

Water Resources Research

Volumn 33, Issue 5, 1997, Pages 1035-1044

  Montanari, Alberto ^a   Rosso, Renzo ^a   Taqqu, Murad S ^b  

^a POLITECNICO DI MILANO   (Italy)

^b Boston University   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

ARIMA MODEL; HYDROLOGICAL DATA; TIME SERIES ANALYSIS;

ITALY, LAKE MAGGIORE;

PROBABILITY DENSITY FUNCTION; STOCHASTIC SYSTEMS; TIME SERIES;

ARIMA MODELS; AUTO-REGRESSIVE INTEGRATED MOVING AVERAGE; COMBINED EFFECT; ESTIMATION METHODS; HYDROLOGIC DATA; HYDROLOGIC TIME SERIES; LAKE MAGGIORE; PROBABILITY DENSITIES;

STOCHASTIC MODELS;

EID: 0030616632     PISSN: 00431397     EISSN: None     Source Type: Journal    
DOI: 10.1029/97WR00043     Document Type: Article

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