The choice of the appropriate degree of integration is a very important question in ARIMA time series modeling. This choice is particularly diicult in the presence of either a nearly nonstationary autoregression or a fractionally integrated process. Via a Monte Carlo study we assess the size and power of MA, AR and spectral estimation tests in the presence of fractionally integrated, nearly non...

This study provides the first estimates of frequency distribution observational and future maximum daily precipitation considering nonstationarity for entire Brazilian territory. We assess data from 1980 to 2015 projected 2020 2099 two climate change scenarios four downscaled models. modelled extreme according values theory calculated intensity associated with return periods 5, 10, 25, 50, 100 ...