A seasonal periodic long memory model for monthly river flows
Year of publication: |
1998-09-22
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Authors: | Ooms, Marius ; Franses, Philip Hans |
Institutions: | Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam |
Subject: | Long Memory | PARFIMA | Periodic model | SPARFIMA | Seasonal difference |
Extent: | application/pdf |
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Series: | Econometric Institute Research Papers. - ISSN 1566-7294. |
Type of publication: | Book / Working Paper |
Notes: | The text is part of a series RePEc:ems:eureir Number EI 9842 |
Source: |
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A seasonal periodic long memory model for monthly river flows
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