Non-negative time series models for dry river flow-Reference-Cited by-同舟云学术

Non-negative time series models for dry river flow

Published:1990-03 Issue:1 Volume:27 Page:171-182
ISSN:0021-9002
Container-title:Journal of Applied Probability
language:en
Short-container-title:Journal of Applied Probability

Author:

Hutton Jane L.

Abstract

Non-negative time series which are first-order autoregressive with a mixed exponential innovation process are studied. Properties and approximate marginal distributions for such series are found. Modifications to include exact zeroes and to increase variability so that the time series is a more realistic model of rivers which are dry for part of the year are discussed.

Publisher

Cambridge University Press (CUP)

Subject

Statistics, Probability and Uncertainty,General Mathematics,Statistics and Probability

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