Fractionally differenced models for water quality time series

Author:

Smith W.,Harris C. M.

Publisher

Springer Science and Business Media LLC

Subject

Management Science and Operations Research,General Decision Sciences

Reference14 articles.

1. B. Abraham and J. Ledolter,Statistical Methods for Forecasting (Wiley, New York, 1983).

2. G.E.P. Box and G.M. Jenkins,Time Series Analysis — Forecasting and Control (Holden-Day, San Francisco, 1970; revised edition 1976).

3. J. Geweke and S. Porter-Hudak, The estimation and application of long memory time series models, J. of Time Series Analysis 4(1983)221.

4. C.W.J. Granger and R. Joyeux, An introduction to long memory time series models and fractional differencing, J. of Time Series Analysis 1(1980)15.

5. C.M. Harris and W. Smith, Statistical verification manual: Phase II — A final report, prepared for the International Joint Commission, U.S. and Canada, Washington, DC 20440 (1984).

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