Structural break or long memory: an empirical survey on daily rainfall data sets across Malaysia
A short memory process that encounters occasional structural breaks in mean can show a slower rate of decay in the autocorrelation function and other properties of fractional integrated <i>I (d)</i> processes. In this paper we employed a procedure for estimating the fractional differenci...
| Main Authors: | , , |
|---|---|
| Format: | Article |
| Language: | English |
| Published: |
Copernicus Publications
2013-04-01
|
| Series: | Hydrology and Earth System Sciences |
| Online Access: | http://www.hydrol-earth-syst-sci.net/17/1311/2013/hess-17-1311-2013.pdf |