A long range dependent model with nonlinear innovations for simulating daily river flows
نویسندگان
چکیده
منابع مشابه
A long range dependent model with nonlinear innovations for simulating daily river flows
We present the analysis aimed at the estimation of flood risks of Tisza River in Hungary on the basis of daily river discharge data registered in the last 100 years. The deseasonalised series has skewed and leptokurtic distribution and various methods suggest that it possesses substantial long memory. This motivates the attempt to fit a fractional ARIMA model with non-Gaussian innovations as a ...
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ژورنال
عنوان ژورنال: Natural Hazards and Earth System Sciences
سال: 2004
ISSN: 1684-9981
DOI: 10.5194/nhess-4-277-2004