2013
DOI: 10.1504/ijhst.2013.060335
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Investigation of long-memory properties in streamflow time series in Gamasiab River, Iran

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Cited by 6 publications
(4 citation statements)
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“…29 These processes have been widely employed in recent years in the analysis of hydrological data. [30][31][32][33]12 We estimate the differencing parameter d in equation (2) using the Whittle function, which is basically an approximation to the likelihood function and use a frequency domain version of it as in Dahlhaus 34 alongside a testing procedure developed by Robinson 35 which is based on the Lagrange Multiplier (LM) principle. This method tests the null hypothesis, :…”
Section: Methodsmentioning
confidence: 99%
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“…29 These processes have been widely employed in recent years in the analysis of hydrological data. [30][31][32][33]12 We estimate the differencing parameter d in equation (2) using the Whittle function, which is basically an approximation to the likelihood function and use a frequency domain version of it as in Dahlhaus 34 alongside a testing procedure developed by Robinson 35 which is based on the Lagrange Multiplier (LM) principle. This method tests the null hypothesis, :…”
Section: Methodsmentioning
confidence: 99%
“…There are various studies that investigate long-memory streamflow properties for the Taiţa River (Rumania), the River Nile (Africa), and most of Canada's major hydrologic regions. [9][10][11] Since streamflow is a water volume and velocity variable, there are various methods that deal with the variability of streamflow series exhibiting longmemory, 12,11 clearly based on the early works of Hurst 1 where many time series data in diverse fields of application, including hydrology, exhibited the property of long memory or long range dependence.…”
Section: Introductionmentioning
confidence: 99%
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“…Hadizadeh et al. [14] discussed about long-memory of processes of time series at Polchehr, Polkohne and Heydarabad hydrometric stations of Gamasiab River at Kermanshah by using daily, monthly and seasonal discharge average data through heuristic, semi-parametric and parametric methods.…”
Section: Introductionmentioning
confidence: 99%