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Volumn 24, Issue 4, 1999, Pages 319-324

A seasonal long-memory stochastic model for the simulation of daily river flows

Author keywords

[No Author keywords available]

Indexed keywords

FLOW MODELING; HYDROLOGICAL MODEL; RIVER FLOW; WATER MANAGEMENT;

EID: 0032863778     PISSN: 14641909     EISSN: None     Source Type: Journal    
DOI: 10.1016/S1464-1909(99)00007-6     Document Type: Article
Times cited : (5)

References (19)
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    • Giraitis, L., and D. Surgailis, A central limit theorem for quadratic forms in strongly dependent linear variables and application to asymptotical normality of Whittle's estimate, Prob. Th. Rel. Fields, 86, 87-104, 1990.
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  • 7
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    • A generalized fractionally differencing approach in long-memory modelling
    • Giraitis, L., and R. Leipus, A generalized fractionally differencing approach in long-memory modelling, Lith. Math. J., 35(1), 53-65, 1995.
    • (1995) Lith. Math. J. , vol.35 , Issue.1 , pp. 53-65
    • Giraitis, L.1    Leipus, R.2
  • 8
    • 84986792205 scopus 로고
    • An introduction to long-range time series models and fractional differencing
    • Granger, C.W.J., and R. Joyeux, An introduction to long-range time series models and fractional differencing, J. of Time Series Analysis, 1, 15-30, 1980.
    • (1980) J. of Time Series Analysis , vol.1 , pp. 15-30
    • Granger, C.W.J.1    Joyeux, R.2
  • 10
    • 77956890381 scopus 로고
    • Fractional differencing
    • Hosking, J.R.M., Fractional differencing, Biometrika, 68, 165-176, 1981.
    • (1981) Biometrika , vol.68 , pp. 165-176
    • Hosking, J.R.M.1
  • 11
    • 0000759022 scopus 로고
    • Long-term storage capacity of reservoirs
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    • (1951) Trans. Am. Soc. Civil Engineers , vol.116 , pp. 770-799
    • Hurst, H.E.1
  • 12
    • 0030359440 scopus 로고    scopus 로고
    • Parameter estimation for infinite variance fractional ARIMA
    • Kokoszka, P., and M.S. Taqqu, Parameter estimation for infinite variance fractional ARIMA, The Annals of Statistics, 24(5), 1880-1913, 1996.
    • (1996) The Annals of Statistics , vol.24 , Issue.5 , pp. 1880-1913
    • Kokoszka, P.1    Taqqu, M.S.2
  • 14
    • 0030616632 scopus 로고    scopus 로고
    • Fractionally differenced ARIMA models applied to hydrologic time series: Identification, estimation and simulation
    • Montanari, A., R. Rosso, and M.S. Taqqu, Fractionally differenced ARIMA models applied to hydrologic time series: Identification, estimation and simulation, Water Resour. Res., 33, 1035-1044, 1997.
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    • Montanari, A.1    Rosso, R.2    Taqqu, M.S.3
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    • Some long-run properties of rainfall records in Italy
    • Montanari, A., R. Rosso, and M.S. Taqqu, Some long-run properties of rainfall records in Italy, J. Geophys. Res., 101(D23), 431-438, 1996.
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  • 19
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* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.