Structural break or long memory: an empirical survey on daily rainfall data sets across Malaysia
نویسندگان
چکیده
منابع مشابه
Structural break or long memory: an empirical survey on daily rainfall data sets across Malaysia
A short memory process that encounters occasional structural breaks in mean can show a slower rate of decay in the autocorrelation function and other properties of fractional integrated I (d) processes. In this paper we employed a procedure for estimating the fractional differencing parameter in semiparametric contexts proposed by Geweke and Porter-Hudak (1983) to analyse nine daily rainfall da...
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ژورنال
عنوان ژورنال: Hydrology and Earth System Sciences
سال: 2013
ISSN: 1607-7938
DOI: 10.5194/hess-17-1311-2013