Long-Range Dependence and Sea Level Forecasting by Ali Ercan, M. Levent Kavvas, Rovshan K. Abbasov.

This study shows that the Caspian Sea level time series possess long range dependence even after removing linear trends, based on analyses of the Hurst statistic, the sample autocorrelation functions, and the periodogram of the series. Forecasting performance of ARMA, ARIMA, ARFIMA and Trend Line-AR...

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Bibliographic Details
Main Authors: Ercan, Ali (Author), Kavvas, M. Levent (Author), Abbasov, Rovshan K. (Author)
Corporate Author: SpringerLink (Online service)
Format: eBook
Language:English
Published: Cham : Springer International Publishing : Imprint: Springer, 2013.
Edition:1st ed. 2013.
Series:SpringerBriefs in Statistics,
Springer eBook Collection.
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Online Access:Click to view e-book
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