create a website

Long memory or shifting means in geophysical time series?. (2011). Rea, William ; Oxley, Les ; Reale, Marco ; Brown, Jennifer.
In: Mathematics and Computers in Simulation (MATCOM).
RePEc:eee:matcom:v:81:y:2011:i:7:p:1441-1453.

Full description at Econpapers || Download paper

Cited: 0

Citations received by this document

Cites: 33

References cited by this document

Cocites: 39

Documents which have cited the same bibliography

Coauthors: 0

Authors who have wrote about the same topic

Citations

Citations received by this document

    This document has not been cited yet.

References

References cited by this document

  1. Baillie, R.T. ; Chung, S.-K. Modeling and forecasting from trend-stationary long memory models with applications to climatology. 2002 International Journal of Forecasting. 18 215-226

  2. Beran, J. A goodness-of-fit test for time series with long range dependence. 1992 Journal of the Royal Statistical Society B. 54 749-760
    Paper not yet in RePEc: Add citation now
  3. Beran, J. Statistics for Long Memory Processes. 1994 Chapman & Hall/CRC Press:
    Paper not yet in RePEc: Add citation now
  4. Beran, J. ; Terrin, N. Testing for a change in the long-memory parameter. 1996 Biometrika. 83 627-638
    Paper not yet in RePEc: Add citation now
  5. Beran, J. ; Terrin, N. Testing for a change in the long-memory parameter. 1999 Biometrika. 86 233-
    Paper not yet in RePEc: Add citation now
  6. Breiman, L. ; Friedman, J. ; Olshen, R. ; Stone, C. Classification and Regression Trees. 1993 Chapman & Hall/CRC:
    Paper not yet in RePEc: Add citation now
  7. Cappelli, C. ; Penny, R.N. ; Rea, W.S. ; Reale, M. Detecting multiple mean breaks at unknown points with Atheoretical Regression Trees. 2008 Mathematics and Computers in Simulation. 78 351-356
    Paper not yet in RePEc: Add citation now
  8. Chatfield, C. The Analysis of Time Series. 2004 Chapman & Hall/CRC Press:
    Paper not yet in RePEc: Add citation now
  9. Dean, W.E. ; Forester, R.M. ; Bradbury, J.P. Early Holocene change in atmospheric circulation in the Northern Great Plains: an upstream view of the 8.2ka cold event. 2002 Quaternary Science Reviews. 21 1763-1775
    Paper not yet in RePEc: Add citation now
  10. Diebold, F.X. ; Inoue, A. Long memory and regime switching. 2001 Journal of Econometrics. 105 131-159

  11. Doukhan, P. ; Oppenheim, G. ; Taqqu, M. Theory and Applications of Long-Range Dependence. 2003 Birkhaüser:
    Paper not yet in RePEc: Add citation now
  12. Embrechts, P. ; Maejima, M. Selfsimilar Processes. 2002 Princeton University Press:
    Paper not yet in RePEc: Add citation now
  13. Forman, S.L. ; Oglesby, R. ; Webb, R.S. Temporal and spatial patterns of Holocene dune activity on the Great Plains of North America: megadroughts and climate links. 2001 Global and Planetary Change. 29 1-29
    Paper not yet in RePEc: Add citation now
  14. Graf, H.P. ; Hampel, E.R. ; Tacier, J. The problem of unsuspected serial correlations. 1985 En : Franke, J. ; Härdle, W. ; Martin, R. Robust and Nonlinear Time Series Analysis, vol. 26 of Lecture Notes in Statistics. Springer:
    Paper not yet in RePEc: Add citation now
  15. Granger, C.W.J. ; Hyung, N. Occasional structural breaks and long memory with an application to the S&P 500 absolute stock returns. 2004 Journal of Empirical Finance. 11 213-228

  16. Granger, C.W.J. ; Joyeux, R. An introduction to long-range time series models and fractional differencing. 1980 Journal of Time Series Analysis. 1 15-30

  17. Higuchi, T. Approach to an irregular time series on the basis of fractal theory. 1988 Physica D. 31 277-283
    Paper not yet in RePEc: Add citation now
  18. Hosking, J.R.M. Fractional differencing. 1981 Biometrika. 68 165-176
    Paper not yet in RePEc: Add citation now
  19. Hurst, H.E. Long-term storage capacity of reservoirs. 1951 Transactions of the American Society of Civil Engineers. 116 770-808
    Paper not yet in RePEc: Add citation now
  20. Jones, P.D. ; Mann, M.E. Climate over the past millennia. 2004 Reviews of Geophysics. 42 1-42
    Paper not yet in RePEc: Add citation now
  21. Klemes, V. The Hurst phenomenon—a puzzle?. 1974 Water Resources Research. 10 675-688
    Paper not yet in RePEc: Add citation now
  22. LaMarche, V.C. Paleoclimatic inferences from long tree-ring records. 1974 Science. 183 1043-1048
    Paper not yet in RePEc: Add citation now
  23. Mandelbrot, B.B. ; van Ness, J.W. Fractional brownian motions, fractional noises and applications. 1968 SIAM Review. 10 422-437
    Paper not yet in RePEc: Add citation now
  24. Mandelbrot, B.B. ; Wallis, J.R. Global dependence in geophysical records. 1969 Water Resources Research. 5 321-340
    Paper not yet in RePEc: Add citation now
  25. Overland, J.E. ; Percival, D.B. ; Mofjeld, H.O. Regime shifts and red noise in the North Pacific. 2006 Deep-Sea Research I. 53 582-588
    Paper not yet in RePEc: Add citation now
  26. Palma, W. Long-Memory Time Series Theory and Methods. 2007 Wiley-Interscience:
    Paper not yet in RePEc: Add citation now
  27. Pearson, E.S. On the variations in personal equation and the correlation of successive judgments. 1922 Biometrika. 14 23-102
    Paper not yet in RePEc: Add citation now
  28. Robinson, P.M. Time Series with Long Memory. 2003 Oxford University Press:
    Paper not yet in RePEc: Add citation now
  29. Ruddiman, W.F. The anthropogenic greenhouse era began thousands of years ago. 2003 Climatic Change. 61 261-293
    Paper not yet in RePEc: Add citation now
  30. Sibbertsen, P. Long memory versus structural breaks: an overview. 2004 Statistical Papers. 45 465-515

  31. Smith, A.D. Level shifts and the illusion of long memory in economic time series. 2005 Journal of Business and Economic Statistics. 23 321-335

  32. Stine, S. Extreme and persistent drought in California and Patagonia during mediaeval times. 1994 Nature. 369 546-549
    Paper not yet in RePEc: Add citation now
  33. Student, Errors of routine analysis. 1927 Biometrika. 19 151-164
    Paper not yet in RePEc: Add citation now

Cocites

Documents in RePEc which have cited the same bibliography

  1. Temperature in the Iberian Peninsula: Trend, seasonality, and heterogeneity. (2024). Ruiz, Esther ; Rodriguez Caballero, Carlos.
    In: Papers.
    RePEc:arx:papers:2406.14145.

    Full description at Econpapers || Download paper

  2. Forecasting highly persistent time series with bounded spectrum processes. (2023). Maddanu, Federico.
    In: Statistical Papers.
    RePEc:spr:stpapr:v:64:y:2023:i:1:d:10.1007_s00362-022-01321-z.

    Full description at Econpapers || Download paper

  3. Modelling intervals of minimum/maximum temperatures in the Iberian Peninsula. (2023). Rodriguez Caballero, Carlos ; Gonzalez-Rivera, Gloria ; Ortega, Esther Ruiz.
    In: DES - Working Papers. Statistics and Econometrics. WS.
    RePEc:cte:wsrepe:37968.

    Full description at Econpapers || Download paper

  4. Quantile spectral analysis of long-memory processes. (2022). Lim, Yaeji ; Oh, Hee-Seok.
    In: Empirical Economics.
    RePEc:spr:empeco:v:62:y:2022:i:3:d:10.1007_s00181-021-02045-z.

    Full description at Econpapers || Download paper

  5. Long memory and volatility persistence across BRICS stock markets. (2022). Tripathy, Naliniprava.
    In: Research in International Business and Finance.
    RePEc:eee:riibaf:v:63:y:2022:i:c:s0275531922001684.

    Full description at Econpapers || Download paper

  6. Rényi entropy and divergence for VARFIMA processes based on characteristic and impulse response functions. (2022). Contreras-Reyes, Javier E.
    In: Chaos, Solitons & Fractals.
    RePEc:eee:chsofr:v:160:y:2022:i:c:s0960077922004787.

    Full description at Econpapers || Download paper

  7. An extended exponential SEMIFAR model with application in R. (2021). Feng, Yuanhua ; Letmathe, Sebastian ; Beran, Jan.
    In: Working Papers CIE.
    RePEc:pdn:ciepap:145.

    Full description at Econpapers || Download paper

  8. The Effect of ENSO Shocks on Commodity Prices: A Multi-Time Scale Approach. (2021). Pourroy, Marc ; Dufrénot, Gilles ; Ginn, William ; Dufrenot, Gilles.
    In: Working Papers.
    RePEc:hal:wpaper:halshs-03225070.

    Full description at Econpapers || Download paper

  9. Modelling Low-Frequency Covariability of Paleoclimatic Data. (2021). Martins, Luis ; Gabriel, Vasco ; Phella, Anthoulla.
    In: Working Papers.
    RePEc:gla:glaewp:2022_17.

    Full description at Econpapers || Download paper

  10. Temperature Anomalies, Long Memory, and Aggregation. (2021). Vera-Valdés, J. Eduardo ; Vera-Valdes, Eduardo J.
    In: Econometrics.
    RePEc:gam:jecnmx:v:9:y:2021:i:1:p:9-:d:509830.

    Full description at Econpapers || Download paper

  11. The Effect of ENSO Shocks on Commodity Prices: A Multi-Time Scale Approach. (2021). Pourroy, Marc ; Dufrénot, Gilles ; Ginn, William ; Dufrenot, Gilles.
    In: AMSE Working Papers.
    RePEc:aim:wpaimx:2130.

    Full description at Econpapers || Download paper

  12. Evaluating trends in time series of distributions: A spatial fingerprint of human effects on climate. (2020). Miller, J. ; Kim, Chang Sik ; Kaufmann, Robert ; Chang, Yoosoon ; Park, Joon Y.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:214:y:2020:i:1:p:274-294.

    Full description at Econpapers || Download paper

  13. How does temperature vary over time?: evidence on the stationary and fractal nature of temperature fluctuations. (2020). Moen, Sigmund Hov ; Fortuna, Mariachiara ; Dagsvik, John K.
    In: Journal of the Royal Statistical Society Series A.
    RePEc:bla:jorssa:v:183:y:2020:i:3:p:883-908.

    Full description at Econpapers || Download paper

  14. Temperature Anomalies, Long Memory, and Aggregation. (2020). Vera-Valdés, J. Eduardo ; Vera-Valdes, Eduardo J.
    In: CREATES Research Papers.
    RePEc:aah:create:2020-16.

    Full description at Econpapers || Download paper

  15. Temperatures across Europe: evidence of time trends. (2019). Gil-Alana, Luis ; Sauci, Laura.
    In: Climatic Change.
    RePEc:spr:climat:v:157:y:2019:i:3:d:10.1007_s10584-019-02568-6.

    Full description at Econpapers || Download paper

  16. Climate change implications for the catastrophe bonds market: An empirical analysis. (2019). Sbrana, Giacomo ; MORANA, CLAUDIO.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:81:y:2019:i:c:p:274-294.

    Full description at Econpapers || Download paper

  17. Evaluating trends in time series of distributions: A spatial fingerprint of human effects on climate. (2018). Miller, J. ; Kim, Chang Sik ; Kaufmann, Robert ; Chang, Yoosoon ; Park, Sung Keun.
    In: Working Papers.
    RePEc:umc:wpaper:1622.

    Full description at Econpapers || Download paper

  18. Some financial implications of global warming: An empirical assessment. (2018). Sbrana, Giacomo ; MORANA, CLAUDIO.
    In: Working Paper series.
    RePEc:rim:rimwps:18-09.

    Full description at Econpapers || Download paper

  19. Some Financial Implications of Global Warming: an Empirical Assessment. (2018). Sbrana, Giacomo ; MORANA, CLAUDIO.
    In: Working Papers.
    RePEc:fem:femwpa:2018.01.

    Full description at Econpapers || Download paper

  20. Some Financial Implications of Global Warming: an Empirical Assessment. (2018). Sbrana, Giacomo.
    In: Public Opinion Research.
    RePEc:ags:cpaper:268728.

    Full description at Econpapers || Download paper

  21. Inference for impulse response coefficients from multivariate fractionally integrated processes. (2017). Kapetanios, George ; Baillie, Richard T ; Papailias, Fotis.
    In: Econometric Reviews.
    RePEc:taf:emetrv:v:36:y:2017:i:1-3:p:60-84.

    Full description at Econpapers || Download paper

  22. Temperature anomalies, radiative forcing and ENSO. (2017). Sbrana, Giacomo ; MORANA, CLAUDIO.
    In: Working Paper series.
    RePEc:rim:rimwps:17-06.

    Full description at Econpapers || Download paper

  23. Some Financial Implications of Global Warming: An Empirical Assessment. (2017). Sbrana, Giacomo ; MORANA, CLAUDIO ; Giacomo, Sbrana ; Claudio, Morana.
    In: Working Papers.
    RePEc:mib:wpaper:377.

    Full description at Econpapers || Download paper

  24. Temperature anomalies, radiative forcing and ENSO. (2017). Sbrana, Giacomo ; MORANA, CLAUDIO ; Giacomo, Sbrana ; Claudio, Morana.
    In: Working Papers.
    RePEc:mib:wpaper:361.

    Full description at Econpapers || Download paper

  25. Temperature Anomalies, Radiative Forcing and ENSO. (2017). Sbrana, Giacomo ; MORANA, CLAUDIO.
    In: Working Papers.
    RePEc:fem:femwpa:2017.09.

    Full description at Econpapers || Download paper

  26. Nominal uncertainty, real uncertainty and macroeconomic performance in a time-varying asymmetric framework: Implications for monetary policy. (2017). Habibullah, Muzafar Shah ; Baharumshah, Ahmad Zubaidi ; Hook, Law Siong.
    In: Research in International Business and Finance.
    RePEc:eee:riibaf:v:42:y:2017:i:c:p:75-93.

    Full description at Econpapers || Download paper

  27. Temperature Anomalies, Radiative Forcing and ENSO. (2017). Sbrana, Giacomo ; MORANA, CLAUDIO.
    In: MITP: Mitigation, Innovation and Transformation Pathways.
    RePEc:ags:feemmi:253732.

    Full description at Econpapers || Download paper

  28. Time Series Analysis of Global Temperature Distributions: Identifying and Estimating Persistent Features in Temperature Anomalies. (2016). Miller, J. ; Kim, Chang Sik ; Kaufmann, Robert ; Chang, Yoosoon ; Park, Sung Keun.
    In: Working Papers.
    RePEc:umc:wpaper:1513.

    Full description at Econpapers || Download paper

  29. Inference for Impulse Response Coefficients From Multivariate Fractionally Integrated Processes. (2015). Kapetanios, George ; Baillie, Richard T ; Papailias, Fotis.
    In: Working Paper series.
    RePEc:rim:rimwps:15-46.

    Full description at Econpapers || Download paper

  30. Fractionally integrated ARMA for crude palm oil prices prediction: case of potentially overdifference. (2013). Ahmad, Ismail ; Bujang, Imbarine ; Karia, Abdul Aziz.
    In: Journal of Applied Statistics.
    RePEc:taf:japsta:v:40:y:2013:i:12:p:2735-2748.

    Full description at Econpapers || Download paper

  31. Not all estimators are born equal: The empirical properties of some estimators of long memory. (2013). Rea, William ; Oxley, Les ; Reale, Marco ; Brown, Jennifer.
    In: Mathematics and Computers in Simulation (MATCOM).
    RePEc:eee:matcom:v:93:y:2013:i:c:p:29-42.

    Full description at Econpapers || Download paper

  32. Long memory in temperature reconstructions. (2011). Rea, William ; Reale, Marco ; Brown, Jennifer.
    In: Climatic Change.
    RePEc:spr:climat:v:107:y:2011:i:3:p:247-265.

    Full description at Econpapers || Download paper

  33. Long memory or shifting means in geophysical time series?. (2011). Rea, William ; Oxley, Les ; Reale, Marco ; Brown, Jennifer.
    In: Mathematics and Computers in Simulation (MATCOM).
    RePEc:eee:matcom:v:81:y:2011:i:7:p:1441-1453.

    Full description at Econpapers || Download paper

  34. The Empirical Properties of Some Popular Estimators of Long Memory Processes. (2008). Rea, William ; Oxley, Les ; Reale, Marco ; Brown, Jennifer.
    In: Working Papers in Economics.
    RePEc:cbt:econwp:08/13.

    Full description at Econpapers || Download paper

  35. Time series modelling of two millennia of northern hemisphere temperatures: long memory or shifting trends?. (2007). Mills, Terence C..
    In: Journal of the Royal Statistical Society Series A.
    RePEc:bla:jorssa:v:170:y:2007:i:1:p:83-94.

    Full description at Econpapers || Download paper

  36. The Finite-Sample Properties of Autoregressive Approximations of Fractionally-Integrated and Non-Invertible Processes. (2006). Poskitt, Donald ; Grose, S. D..
    In: Monash Econometrics and Business Statistics Working Papers.
    RePEc:msh:ebswps:2006-15.

    Full description at Econpapers || Download paper

  37. Long-memory dynamic Tobit models. (2006). Chan, N. H. ; Brockwell, A. E..
    In: Journal of Forecasting.
    RePEc:jof:jforec:v:25:y:2006:i:5:p:351-367.

    Full description at Econpapers || Download paper

  38. 25 years of time series forecasting. (2006). Hyndman, Rob ; Gooijer, Jan G..
    In: International Journal of Forecasting.
    RePEc:eee:intfor:v:22:y:2006:i:3:p:443-473.

    Full description at Econpapers || Download paper

  39. 25 Years of IIF Time Series Forecasting: A Selective Review. (2005). Hyndman, Rob ; Gooijer, Jan G. ; De Gooijer, Jan G..
    In: Tinbergen Institute Discussion Papers.
    RePEc:tin:wpaper:20050068.

    Full description at Econpapers || Download paper

Coauthors

Authors registered in RePEc who have wrote about the same topic

Report date: 2025-10-05 22:52:08 || Missing content? Let us know

CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated August, 3 2024. Contact: Jose Manuel Barrueco.