Abstract

In this paper we consider a time series model which can easily be used for simulating stationary river flow sequences with high skewness and the long‐term correlation structure of an ARMA(1, 1) model. The model is fitted to monthly streamflows taken from a river in Malaysia. The simulated data bear a close resemblance to the historical sequence in terms of the mean, variance, skewness, and autocorrelation coefficients.

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