The class of ARFIMA models offers a flexible tool to describe long memory time series and it has a special role for modelling hydrological data. In this paper we review the statistical properties and the main estimation techniques for such models. An application to the daily flows of Tevere illustrates how this class of models can be applied in practice
Una verifica della modellistica a differenza frazionaria sulla serie delle portate del Tevere / Corduas, Marcella; Piccolo, Domenico. - In: QUADERNI DI STATISTICA. - ISSN 1594-3739. - STAMPA. - 4:1(2002), pp. 155-182.
Una verifica della modellistica a differenza frazionaria sulla serie delle portate del Tevere
CORDUAS, MARCELLA;PICCOLO, DOMENICO
2002
Abstract
The class of ARFIMA models offers a flexible tool to describe long memory time series and it has a special role for modelling hydrological data. In this paper we review the statistical properties and the main estimation techniques for such models. An application to the daily flows of Tevere illustrates how this class of models can be applied in practiceFile in questo prodotto:
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