A seasonal analysis of riverflow trends

DOI10.1080/10629360500107758zbMath1088.62133OpenAlexW2124323865MaRDI QIDQ5290904

Robert B. Lund

Publication date: 3 May 2006

Published in: Journal of Statistical Computation and Simulation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/10629360500107758

zbMATH Keywords

Fourier seriesparsimonylinear trendstandard errorperiodic autocovariancesPARMA model

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 (4)

EFFICIENT ESTIMATION FOR PERIODIC AUTOREGRESSIVE COEFFICIENTS VIA RESIDUALS ⋮ Asymptotic results for Fourier-PARMA time series ⋮ Nonparametric Trend Estimation for Periodic Autoregressive Time Series ⋮ Asymptotic Properties of Weighted Least Squares Estimation in Weak PARMA Models

Cites Work

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• Representation of strongly harmonizable periodically correlated processes and their covariances
• Recursive Prediction and Likelihood Evaluation for Periodic ARMA Models
• Large Sample Properties of Parameter Estimates for Periodic ARMA Models
• PERIODIC CORRELATION IN STRATOSPHERIC OZONE DATA
• DIAGNOSTIC CHECKING OF PERIODIC AUTOREGRESSION MODELS WITH APPLICATION
• Parsimony, Model Adequacy and Periodic Correlation in Time Series Forecasting
• Revisiting simple linear regression with autocorrelated errors
• On the Estimation of Regression Coefficients in the Case of an Autocorrelated Disturbance

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