Periodic ARMA model : forecasting, parsimony, asymptotic normality and AIC
Periodic autoregressive moving average (PARMA) models are indicated for time series whose mean, variance, and covariance function vary with the season. In this thesis, I develop and implement forecasting procedures for PARMA models. The required computations are documented in detail. An application to monthly river flow forecasting is provided.
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- In Collections
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Electronic Theses & Dissertations
- Copyright Status
- In Copyright
- Material Type
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Theses
- Authors
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Zhang, Kai
- Thesis Advisors
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Meerschaert, Mark M.
- Committee Members
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Koul, Hira
Lim, Chae Young
Anderson, Paul
- Date
- 2014
- Program of Study
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Statistics - Doctor of Philosophy
- Degree Level
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Doctoral
- Language
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English
- Pages
- viii, 190 pages
- ISBN
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9781303874673
1303874679