Crossing Latitudes—Long-Distance Tracking of an Apex Predator
Author
Abstract
Suggested Citation
DOI: 10.1371/journal.pone.0116916
Download full text from publisher
References listed on IDEAS
- B. A. Block & I. D. Jonsen & S. J. Jorgensen & A. J. Winship & S. A. Shaffer & S. J. Bograd & E. L. Hazen & D. G. Foley & G. A. Breed & A.-L. Harrison & J. E. Ganong & A. Swithenbank & M. Castleton & , 2011. "Tracking apex marine predator movements in a dynamic ocean," Nature, Nature, vol. 475(7354), pages 86-90, July.
- Dimitris Politis & Halbert White, 2004. "Automatic Block-Length Selection for the Dependent Bootstrap," Econometric Reviews, Taylor & Francis Journals, vol. 23(1), pages 53-70.
- Andre M. Boustany & Scott F. Davis & Peter Pyle & Scot D. Anderson & Burney J. Le Boeuf & Barbara A. Block, 2002. "Expanded niche for white sharks," Nature, Nature, vol. 415(6867), pages 35-36, January.
Most related items
These are the items that most often cite the same works as this one and are cited by the same works as this one.- Alison V Towner & Les G Underhill & Oliver J D Jewell & Malcolm J Smale, 2013. "Environmental Influences on the Abundance and Sexual Composition of White Sharks Carcharodon carcharias in Gansbaai, South Africa," PLOS ONE, Public Library of Science, vol. 8(8), pages 1-11, August.
- Paulo M. D. C. Parente & Richard J. Smith, 2021.
"Quasi‐maximum likelihood and the kernel block bootstrap for nonlinear dynamic models,"
Journal of Time Series Analysis, Wiley Blackwell, vol. 42(4), pages 377-405, July.
- Paulo M.D.C. Parente & Richard J. Smith, 2018. "Quasi-Maximum Likelihood and the Kernel Block Bootstrap for Nonlinear Dynamic Models," Working Papers REM 2018/59, ISEG - Lisbon School of Economics and Management, REM, Universidade de Lisboa.
- Paulo Parente & Richard J. Smith, 2019. "Quasi-maximum likelihood and the kernel block bootstrap for nonlinear dynamic models," CeMMAP working papers CWP60/19, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Jiang, Yonghong & Nie, He & Ruan, Weihua, 2018. "Time-varying long-term memory in Bitcoin market," Finance Research Letters, Elsevier, vol. 25(C), pages 280-284.
- Chendi Ni & Yuying Li & Peter A. Forsyth, 2023. "Neural Network Approach to Portfolio Optimization with Leverage Constraints:a Case Study on High Inflation Investment," Papers 2304.05297, arXiv.org, revised May 2023.
- Shin, Dong Wan & Hwang, Eunju, 2013. "Stationary bootstrapping for cointegrating regressions," Statistics & Probability Letters, Elsevier, vol. 83(2), pages 474-480.
- Palm, Franz C. & Smeekes, Stephan & Urbain, Jean-Pierre, 2011.
"Cross-sectional dependence robust block bootstrap panel unit root tests,"
Journal of Econometrics, Elsevier, vol. 163(1), pages 85-104, July.
- Palm, F.C. & Smeekes, S. & Urbain, J.R.Y.J., 2008. "Cross-sectional dependence robust block bootstrap panel unit root tests," Research Memorandum 048, Maastricht University, Maastricht Research School of Economics of Technology and Organization (METEOR).
- Shankhajyoti De & Arabin Kumar Dey & Deepak Kumar Gouda, 2022. "Construction of Confidence Interval for a Univariate Stock Price Signal Predicted Through Long Short Term Memory Network," Annals of Data Science, Springer, vol. 9(2), pages 271-284, April.
- Liu, Lily Y. & Patton, Andrew J. & Sheppard, Kevin, 2015.
"Does anything beat 5-minute RV? A comparison of realized measures across multiple asset classes,"
Journal of Econometrics, Elsevier, vol. 187(1), pages 293-311.
- Kevin Sheppard & Lily Liu & Andrew J. Patton, 2013. "Does Anything Beat 5-Minute RV? A Comparison of Realized Measures Across Multiple Asset Classes," Economics Series Working Papers 645, University of Oxford, Department of Economics.
- Geert Bekaert & Eric C. Engstrom & Nancy R. Xu, 2022.
"The Time Variation in Risk Appetite and Uncertainty,"
Management Science, INFORMS, vol. 68(6), pages 3975-4004, June.
- Geert Bekaert & Eric C. Engstrom & Nancy R. Xu, 2019. "The Time Variation in Risk Appetite and Uncertainty," NBER Working Papers 25673, National Bureau of Economic Research, Inc.
- Tiwari, Aviral Kumar & Aye, Goodness C. & Gupta, Rangan & Gkillas, Konstantinos, 2020.
"Gold-oil dependence dynamics and the role of geopolitical risks: Evidence from a Markov-switching time-varying copula model,"
Energy Economics, Elsevier, vol. 88(C).
- Aviral Kumar Tiwari & Goodness C. Aye & Rangan Gupta & Konstantinos Gkillas, 2019. "Gold-Oil Dependence Dynamics and the Role of Geopolitical Risks: Evidence from a Markov-Switching Time-Varying Copula Model," Working Papers 201918, University of Pretoria, Department of Economics.
- E. Ramos-P'erez & P. J. Alonso-Gonz'alez & J. J. N'u~nez-Vel'azquez, 2020. "Forecasting volatility with a stacked model based on a hybridized Artificial Neural Network," Papers 2006.16383, arXiv.org, revised Aug 2020.
- Kumar, Satish & Khalfaoui, Rabeh & Tiwari, Aviral Kumar, 2021.
"Does geopolitical risk improve the directional predictability from oil to stock returns? Evidence from oil-exporting and oil-importing countries,"
Resources Policy, Elsevier, vol. 74(C).
- Satish Kumar & Rabeh Khalfaoui & Aviral Kumar Tiwari, 2021. "Does geopolitical risk improve the directional predictability from oil to stock returns? Evidence from oil-exporting and oil-importing countries," Post-Print hal-03797578, HAL.
- Crow White & Christopher Costello, 2014. "Close the High Seas to Fishing?," PLOS Biology, Public Library of Science, vol. 12(3), pages 1-5, March.
- Warshaw, Evan, 2019. "Extreme dependence and risk spillovers across north american equity markets," The North American Journal of Economics and Finance, Elsevier, vol. 47(C), pages 237-251.
- Chen, Yichao & Pun, Chi Seng, 2019. "A bootstrap-based KPSS test for functional time series," Journal of Multivariate Analysis, Elsevier, vol. 174(C).
- Fricke, Christoph & Menkhoff, Lukas, 2014. "Financial conditions, macroeconomic factors and (un)expected bond excess returns," Discussion Papers 35/2014, Deutsche Bundesbank.
- Choi, Ji-Eun & Shin, Dong Wan, 2019. "Moving block bootstrapping for a CUSUM test for correlation change," Computational Statistics & Data Analysis, Elsevier, vol. 135(C), pages 95-106.
- Sensoy, Ahmet & Hacihasanoglu, Erk, 2014. "Time-varying long range dependence in energy futures markets," Energy Economics, Elsevier, vol. 46(C), pages 318-327.
- Hubert Dichtl & Wolfgang Drobetz & Martin Wambach, 2014. "Where is the value added of rebalancing? A systematic comparison of alternative rebalancing strategies," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, vol. 28(3), pages 209-231, August.
- Hampl, Filip & Vágnerová Linnertová, Dagmar & Horváth, Matúš, 2024. "Crypto havens during war times? Evidence from the Russian invasion of Ukraine," The North American Journal of Economics and Finance, Elsevier, vol. 71(C).
Corrections
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:plo:pone00:0116916. See general information about how to correct material in RePEc.
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: plosone (email available below). General contact details of provider: https://journals.plos.org/plosone/ .
Please note that corrections may take a couple of weeks to filter through the various RePEc services.