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Non-negative time series models for dry river flow

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Publication:3477851
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DOI10.2307/3214604zbMath0699.62088OpenAlexW4241984652MaRDI QIDQ3477851

Jane L. Hutton

Publication date: 1990

Published in: Journal of Applied Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/3214604

zbMATH Keywords

storage modelsstreamflowfirst-order autoregressiveapproximate marginal distributionsephemeral streamsexact zeroesmixed exponential innovation processmodel of riversNon-negative time series


Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics (62P99)


Related Items

Stationarity of GARCH processes and of some nonnegative time series, On the shot-noise streamflow model and its applications, ESTIMATION FOR NONNEGATIVE AUTOREGRESSIVE PROCESSES WITH AN UNKNOWN LOCATION PARAMETER, Predictor Selection for Positive Autoregressive Processes, Smoothing non-Gaussian time series with autoregressive structure., Estimation of the mean of some stationary markov sequences



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