Periodic Gamma Autoregressive Model: An application to the Brazilian hydroelectric system

DOI10.1051/ro/2016035zbMath1368.62299OpenAlexW2525293481MaRDI QIDQ5269362

Wilson Calmon, Diogo Braga

Publication date: 15 June 2017

Published in: RAIRO - Operations Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1051/ro/2016035

zbMATH Keywords

time series analysiswater resources managementperiodic gamma autoregressive models

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to environmental and related topics (62P12)

Related Items (2)

Simulation of time series using periodic gamma autoregressive models ⋮ Estimating function method for nonnegative autoregressive models

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