Testing and modelling autoregressive conditional heteroskedasticity of streamflow processes
نویسندگان
چکیده
منابع مشابه
Testing and modelling autoregressive conditional heteroskedasticity of streamflow processes
Abstract. Conventional streamflow models operate under the assumption of constant variance or season-dependent variances (e.g. ARMA (AutoRegressive Moving Average) models for deseasonalized streamflow series and PARMA (Periodic AutoRegressive Moving Average) models for seasonal streamflow series). However, with McLeod-Li test and Engle’s Lagrange Multiplier test, clear evidences are found for t...
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ژورنال
عنوان ژورنال: Nonlinear Processes in Geophysics
سال: 2005
ISSN: 1607-7946
DOI: 10.5194/npg-12-55-2005