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Cited by 183

The DOI matches its Crossref record; 1 of the 1 references it cites were found in a registry or an index.

PERIODIC AUTOREGRESSIVE‐MOVING AVERAGE (PARMA) MODELING WITH APPLICATIONS TO WATER RESOURCES1

Vecchia, A. V.·1985·JAWRA Journal of the American Water Resources Association

Abstract

Results involving correlation properties and parameter estimation for autoregressive‐moving average models with periodic parameters are presented. A multivariate representation of the PARMA model is used to derive parameter space restrictions and difference equations for the periodic autocorrelations. Close approximation to the likelihood function for Gaussian PARMA processes results in efficient maximum‐likelihood estimation procedures. Terms in the Fourier expansion of the parameters are sequentially included, and a selection criterion is given for determining the optimal number of harmonics to be included. Application of the techniques is demonstrated through analysis of a monthly streamflow time series.

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Crossref · 10.1111/j.1752-1688.1985.tb00167.x

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Metadata

Authors
Vecchia, A. V.
Venue
JAWRA Journal of the American Water Resources Association
Publisher
Wiley
Published
1985-10
Volume
21
Issue
5
Pages
721-730
ISSN
  • 1093-474X (ISSN-L)
  • 1752-1688
OpenAlex
W1992488239
Cited by
183
References
1
FWCI
3.35
Type
journal article
Language
en
Open access
closed

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CoChat. (2026). Citation check: PERIODIC AUTOREGRESSIVE‐MOVING AVERAGE (PARMA) MODELING WITH APPLICATIONS TO WATER RESOURCES1. https://app.cochat.ai/papers/10.1111/j.1752-1688.1985.tb00167.x
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Vecchia, A. V. (1985). PERIODIC AUTOREGRESSIVE‐MOVING AVERAGE (PARMA) MODELING WITH APPLICATIONS TO WATER RESOURCES1. JAWRA Journal of the American Water Resources Association. https://doi.org/10.1111/j.1752-1688.1985.tb00167.x

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Contains information from the Semantic Scholar Academic Graph Datasets, made available under the ODC Attribution License (ODC-BY 1.0).

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