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Activity Number:
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203
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Type:
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Contributed
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Date/Time:
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Monday, August 1, 2016 : 11:35 AM to 12:20 PM
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Sponsor:
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Section on Statistics and the Environment
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Abstract #321688
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Title:
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Application of INGARCH(P,Q) Models to Hurricane Count Series
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Author(s):
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Yunwei Cui* and Rongning Wu
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Companies:
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Towson University and Baruch College
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Keywords:
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hurricane ;
parameter change
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Abstract:
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We study the counts of major hurricanes in the Atlantic basin between 1943 and 2014. INGARCH(p,q) models of varied orders are fitted to the data, and model diagnostics are performed. Parameter change tests are applied to the fitted model to detect changes in the major hurricane count series.
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Authors who are presenting talks have a * after their name.
