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Modeling rainfall–runoff relationship using multivariate GARCH model.

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Title: Modeling rainfall–runoff relationship using multivariate GARCH model.
Authors: Modarres, R.1 Reza.Modarres@ete.inrs.ca, Ouarda, T.B.M.J.1,2 touarda@masdar.ac.ae
Source: Journal of Hydrology. Aug2013, Vol. 499, p1-18. 18p.
Subjects: Rainfall, Runoff, Multivariate analysis, Mathematical models, Parameter estimation, Statistical correlation
Abstract: Highlights: [•] Two multivariate GARCH models, diagonal VECH and CCC, are introduced. [•] Conditional variance–covariance structure of rainfall runoff process is estimated. [•] Conditional variance of rainfall has a strong memory, in contrast to runoff. [•] Conditional covariance and correlation for rainfall–runoff process are estimated. [•] Conditional covariance of rainfall–runoff process has a long-run persistence. [ABSTRACT FROM AUTHOR]
Copyright of Journal of Hydrology is the property of Elsevier B.V. and its content may not be copied or emailed to multiple sites without the copyright holder's express written permission. Additionally, content may not be used with any artificial intelligence tools or machine learning technologies. However, users may print, download, or email articles for individual use. This abstract may be abridged. No warranty is given about the accuracy of the copy. Users should refer to the original published version of the material for the full abstract. (Copyright applies to all Abstracts.)
Database: Engineering Source
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Header DbId: egs
DbLabel: Engineering Source
An: 89741613
AccessLevel: 6
PubType: Academic Journal
PubTypeId: academicJournal
PreciseRelevancyScore: 0
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  Data: Modeling rainfall–runoff relationship using multivariate GARCH model.
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  Data: <searchLink fieldCode="AR" term="%22Modarres%2C+R%2E%22">Modarres, R.</searchLink><relatesTo>1</relatesTo><i> Reza.Modarres@ete.inrs.ca</i><br /><searchLink fieldCode="AR" term="%22Ouarda%2C+T%2EB%2EM%2EJ%2E%22">Ouarda, T.B.M.J.</searchLink><relatesTo>1,2</relatesTo><i> touarda@masdar.ac.ae</i>
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  Data: <searchLink fieldCode="DE" term="%22Rainfall%22">Rainfall</searchLink><br /><searchLink fieldCode="DE" term="%22Runoff%22">Runoff</searchLink><br /><searchLink fieldCode="DE" term="%22Multivariate+analysis%22">Multivariate analysis</searchLink><br /><searchLink fieldCode="DE" term="%22Mathematical+models%22">Mathematical models</searchLink><br /><searchLink fieldCode="DE" term="%22Parameter+estimation%22">Parameter estimation</searchLink><br /><searchLink fieldCode="DE" term="%22Statistical+correlation%22">Statistical correlation</searchLink>
– Name: Abstract
  Label: Abstract
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  Data: Highlights: [•] Two multivariate GARCH models, diagonal VECH and CCC, are introduced. [•] Conditional variance–covariance structure of rainfall runoff process is estimated. [•] Conditional variance of rainfall has a strong memory, in contrast to runoff. [•] Conditional covariance and correlation for rainfall–runoff process are estimated. [•] Conditional covariance of rainfall–runoff process has a long-run persistence. [ABSTRACT FROM AUTHOR]
– Name: AbstractSuppliedCopyright
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  Data: <i>Copyright of Journal of Hydrology is the property of Elsevier B.V. and its content may not be copied or emailed to multiple sites without the copyright holder's express written permission. Additionally, content may not be used with any artificial intelligence tools or machine learning technologies. However, users may print, download, or email articles for individual use. This abstract may be abridged. No warranty is given about the accuracy of the copy. Users should refer to the original published version of the material for the full abstract.</i> (Copyright applies to all Abstracts.)
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RecordInfo BibRecord:
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      – Type: doi
        Value: 10.1016/j.jhydrol.2013.06.044
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      – Code: eng
        Text: English
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      Pagination:
        PageCount: 18
        StartPage: 1
    Subjects:
      – SubjectFull: Rainfall
        Type: general
      – SubjectFull: Runoff
        Type: general
      – SubjectFull: Multivariate analysis
        Type: general
      – SubjectFull: Mathematical models
        Type: general
      – SubjectFull: Parameter estimation
        Type: general
      – SubjectFull: Statistical correlation
        Type: general
    Titles:
      – TitleFull: Modeling rainfall–runoff relationship using multivariate GARCH model.
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            NameFull: Modarres, R.
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            NameFull: Ouarda, T.B.M.J.
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              M: 08
              Text: Aug2013
              Type: published
              Y: 2013
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              Value: 499
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            – TitleFull: Journal of Hydrology
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