thumbnail

PERIODIC AUTOREGRESSIVE-MOVING AVERAGE (PARMA) MODELING WITH APPLICATIONS TO WATER RESOURCES.

Water Resources Bulletin

By:

Links

  • The Publications Warehouse does not have links to digital versions of this publication at this time
  • Download citation as: RIS

Abstract

Results involving correlation properties and parameter estimation for autogressive-moving average models with periodic parameters are presented. A multivariate representation of the PARMA model is used to derive parameter space restrictions and difference equations for the periodic autocorrelations. Close approximation to the likelihood function for Gaussian PARMA processes results in efficient maximum-likelihood estimation procedures. Terms in the Fourier expansion of the parameters are sequentially included, and a selection criterion is given for determining the optimal number of harmonics to be included. Application of the techniques is demonstrated through analysis of a monthly streamflow time series.

Additional Publication Details

Publication type:
Article
Publication Subtype:
Journal Article
Title:
PERIODIC AUTOREGRESSIVE-MOVING AVERAGE (PARMA) MODELING WITH APPLICATIONS TO WATER RESOURCES.
Series title:
Water Resources Bulletin
Volume
21
Issue:
5
Year Published:
1985
Language:
English
Larger Work Type:
Article
Larger Work Subtype:
Journal Article
Larger Work Title:
Water Resources Bulletin
First page:
721
Last page:
730