Tidsseriemodellering av fyra oreglerade älvars vattenföring - En explorativ studie med GARCH- och Tröskelteknik

• Main Authors: Pedersen, Dennis, Bengtsson, Henrik
• Format: Other/Unknown Material
• Language: Swedish
• Published: Lunds universitet/Statistiska institutionen 2016
• Subjects: ARMA; GARCH; SETAR; tröskeleffekter; oreglerade älvar; vattenföring; Mathematics and Statistics; Valda; Brus; Norra Sverige
• Online Access: http://lup.lub.lu.se/student-papers/record/8865612

This paper studies the possibility to model the water flows of four Swedish unregulated rivers between 1980-2015 with ARMA, GARCH and SETAR models. By examining the amount of water that flows through the river and what the dependence in the process looks like in general, a further understanding for...