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Zusammenfassung: ARMA-Modelle

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Zusammenfassung: ARMA-Modelle

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    1. Zusammenfassung: ARMA-Modelle

    4. ARIMA-Modelle

    7. Verhalten von FARIMA(p,d,q)-Modellen

    8. Vorgehen bei der Konstruktion von FARIMA(p,d,q)-Modellen am Beispiel des Lago Maggiore-Zuflusses (Montanari et al., WRR 33, 1035-1044 (1997)) x(t): 51 Jahre tägliche Werte, 18748 Datenpunkte

    9. Untersuchung der Residuen (unkorreliertes Gaußsches Rauschen?) mit dem Portmanteau-Test

    16. Das Hurst-Phänomen

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