Multivariate contemporaneous ARMA model with hydrological applications

DOI10.1007/BF01543810zbMath0658.76006MaRDI QIDQ1111834

Keith William Hipel, A. Ian McLeod, Franklin Camacho

Publication date: 1987

Published in: Stochastic Hydrology and Hydraulics (Search for Journal in Brave)

zbMATH Keywords

maximum likelihood estimationtime series analysiscontemporaneous autoregressive moving average modelsmultivariate modellingstochastic hydrology

Mathematics Subject Classification ID

Hydrology, hydrography, oceanography (86A05) Basic methods in fluid mechanics (76M99) Foundations, constitutive equations, rheology, hydrodynamical models of non-fluid phenomena (76A99)

Related Items (1)

Multistage scenario-based interval-stochastic programming for planning water resources allocation

Uses Software

• AS 191

Cites Work

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• Improved Box-Jenkins Estimators
• An algorithm for the exact likelihood of a mixed autoregressive-moving average process
• Contemporaneous bivariate time series
• Investigating Causal Relations by Econometric Models and Cross-spectral Methods
• On the error of prediction of a time series

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