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Forecasting annual geophysical time series
ArticleAbstract: An important test of the adequecy of a stochastic model is its ability to forecast accurately. In hyPalabras claves:ARMA, forecasting, Fractional ARMA, Fractional differencing, Fractional Gaussian noiseAutores:Carlos Jiménez, Hipel K.W., McLeod A.I., Noakes D.J., Yakowitz S.Fuentes:scopusKalman filter estimation for periodic autoregressive-moving average models
ArticleAbstract: An exact maximum likelihood procedure is presented for estimating the parameters of a periodic autogPalabras claves:Kalman filter, maximum likelihood estimation, Periodic models, Stochastic hydrology, time series analysisAutores:Carlos Jiménez, Hipel K.W., McLeod A.I.Fuentes:scopus