Non-negative time series models for dry river flow

DOI10.2307/3214604zbMATH Open0699.62088OpenAlexW4241984652MaRDI QIDQ3477851FDOQ3477851

J. L. Hutton

Publication date: 1990

Published in: Journal of Applied Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/3214604

zbMATH Keywords

storage modelsstreamflowfirst-order autoregressiveapproximate marginal distributionsephemeral streamsexact zeroesmixed exponential innovation processmodel of riversNon-negative time series

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics (62P99)

Cited In (10)

• Title not available (Why is that?)
• ESTIMATION FOR NONNEGATIVE AUTOREGRESSIVE PROCESSES WITH AN UNKNOWN LOCATION PARAMETER
• Causal modelling of heavy-tailed variables and confounders with application to river flow
• Nonlinear set membership prediction of river flow
• Estimation of the mean of some stationary markov sequences
• Smoothing non-Gaussian time series with autoregressive structure.
• Stationarity of GARCH processes and of some nonnegative time series
• Predictor Selection for Positive Autoregressive Processes
• On the shot-noise streamflow model and its applications
• Quasi-likelihood estimation in volatility models for semi-continuous time series

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