Studies on k-Factor GARMA Long-Memory Models

碩士 === 淡江大學 === 水資源及環境工程學系 === 88 === In the past, differenced and detrended method are usually used in analyzing long-memory hydrological time series. Recently, a k-factor GARMA model was proposed to model long-memory time series, and its forecasting results are better than conventional...

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Bibliographic Details
Main Authors: He, Tsung-Yu, 何琮裕
Other Authors: Gwo-Hsing Yu
Format: Others
Language:zh-TW
Published: 2000
Online Access:http://ndltd.ncl.edu.tw/handle/77203083462023807541