Exploring a copula-based alternative to additive error models—for non-negative and autocorrelated time series in hydrology
نویسندگان
چکیده
منابع مشابه
Copula - Based Models for Financial Time Series
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چکیده ندارد.
15 صفحه اولHAC Corrections for Strongly Autocorrelated Time Series∗
Applied work routinely relies on heteroskedasticity and autorcorrelation consistent (HAC) standard errors when conducting inference in a time series setting. As is well known, however, these corrections perform poorly in small samples under pronounced autocorrelations. In this paper, I first provide a review of popular methods to clarify the reasons for this failure. I then derive inference tha...
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ژورنال
عنوان ژورنال: Journal of Hydrology
سال: 2019
ISSN: 0022-1694
DOI: 10.1016/j.jhydrol.2019.06.006