Bibliographic Details
| 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 |
