SPI-based drought simulation and prediction using ARMA-GARCH model

DOI10.1016/j.amc.2019.02.058zbMath1428.86004OpenAlexW2921776136WikidataQ128275298 ScholiaQ128275298MaRDI QIDQ2009356

Shahzad Ali, Zhenkuan Pan, Qi Liu, Jiahua Zhang, Xiaopeng Wang, Guanlan Zhang, Guo-Dong Wang

Publication date: 28 November 2019

Published in: Applied Mathematics and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.amc.2019.02.058

zbMATH Keywords

droughtARMA-GARCH modelARCH effectsSPIShandong province

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Hydrology, hydrography, oceanography (86A05) Geostatistics (86A32)

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Cites Work

• Estimating the dimension of a model
• Generalized autoregressive conditional heteroscedasticity
• Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation
• On a measure of lack of fit in time series models
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