The application of the hybrid copula-GARCH approach in the simulation of extreme discharge values

The application of the hybrid copula-GARCH approach in the simulation of extreme discharge values

Abstract Statistical analysis and simulation of annual maximum discharge values, while considering the corresponding maximum daily rainfall, provide a comprehensive view of flood management. This research presents the application of copula functions for simulating and modeling two variables of annua...

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Bibliographic Details
Main Authors: Mohammad Nazeri Tahroudi, Mirali Mohammadi, Keivan Khalili
Format: Article
Language:English
Published: SpringerOpen 2022-11-01
Series:Applied Water Science
Subjects:
ARCH models
ARMA
Frequency analysis
Gumbel-Hougaard
Heteroscedasticity
Online Access:https://doi.org/10.1007/s13201-022-01788-z

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