Generalized autoregressive conditional heteroscedasticity modelling of hydrologic time series

Hydrological Processes

Volumn 27, Issue 22, 2013, Pages 3174-3191

  Modarres, R ^a   Ouarda, T B M J ^a,b  

^a CENTRE EAU TERRE ENVIRONNEMENT   (Canada)

^b KHALIFA UNIVERSITY   (United Arab Emirates)

Author keywords

Box Cox transformation; Engle's test; GARCH; Heteroscedasticity; Nonlinear time series; SARIMA model; Seasonality

Indexed keywords

BOX COX TRANSFORMATION; GARCH; HETEROSCEDASTICITY; NONLINEAR TIME SERIES; SARIMA MODELS; SEASONALITY;

ARID REGIONS; METADATA; RAIN; TIME SERIES;

STATISTICAL METHODS;

HYDROLOGICAL MODELING; RAINFALL; REGRESSION ANALYSIS; SEASONALITY; TIME SERIES;

EID: 84884975137     PISSN: 08856087     EISSN: 10991085     Source Type: Journal    
DOI: 10.1002/hyp.9452     Document Type: Article

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