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Volumn , Issue , 2011, Pages 2661-2667

A proposed mildly explosive/Self-Exciting Threshold AutoRegressive model applied to climatic time series

Author keywords

Burgundy reconstructed Spring Summer temperature anomaly; Directional time series; Mildly explosive model; Self Exciting Threshold AutoRegressive model; Wolf's annual sunspot data

Indexed keywords

AUTO REGRESSIVE MODELS; AUTO REGRESSIVE PROCESS; AUTO-REGRESSIVE; COLLAPSING BUBBLE; DESCRIPTORS; EXTREME VALUE; GRAPE HARVEST; PEAK VALUES; PREDICTION EQUATIONS; RANDOM WALK; RAPID CHANGES; SELF-EXCITING; SETAR MODEL; SIMULATION EXERCISE; SIMULATION STUDIES; TEMPERATURE ANOMALY; TEMPERATURE SERIES; THRESHOLD AUTO REGRESSIVE MODELS; TIME SERIES MODELS; WOLF'S ANNUAL SUNSPOT DATA;

EID: 84858853536     PISSN: None     EISSN: None     Source Type: Conference Proceeding    
DOI: None     Document Type: Conference Paper
Times cited : (2)

References (8)
  • 4
    • 0001867703 scopus 로고
    • Directionality and reversibility in time series
    • Lawrance, A. J. (1991). Directionality and reversibility in time series. International Statistical Review 59(1), 67-79.
    • (1991) International Statistical Review , vol.59 , Issue.1 , pp. 67-79
    • Lawrance, A.J.1
  • 6
    • 84858803181 scopus 로고    scopus 로고
    • (n. d.). R
    • The R Project for Statistical Computing (n. d.). R. http://www.r-project. org/
  • 8
    • 84858818896 scopus 로고    scopus 로고
    • Comparison of predictions of rainfall-runoff models for changes in rainfall in the Murray-Darling Basin
    • Whyte, J. M., A. Plumridge, and A. V. Metcalfe (2011). Comparison of predictions of rainfall-runoff models for changes in rainfall in the Murray-Darling Basin. Hydrology and Earth System Sciences Discussions 8(1), 917-955.
    • (2011) Hydrology and Earth System Sciences Discussions , vol.8 , Issue.1 , pp. 917-955
    • Whyte, J.M.1    Plumridge, A.2    Metcalfe, A.V.3


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.