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Space‐Time Modelling with Long‐Memory Dependence: Assessing Ireland's Wind Power Resource

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  1. Thangjam, Aditya & Jaipuria, Sanjita & Dadabada, Pradeep Kumar, 2023. "Time-Varying approaches for Long-Term Electric Load Forecasting under economic shocks," Applied Energy, Elsevier, vol. 333(C).
  2. Amanda S. Hering & Karen Kazor & William Kleiber, 2015. "A Markov-Switching Vector Autoregressive Stochastic Wind Generator for Multiple Spatial and Temporal Scales," Resources, MDPI, vol. 4(1), pages 1-23, February.
  3. de Oliveira Lima Cagliari Marques, Guilherme & Gonzalez de Freitas Pinto, Mateus, 2024. "Dynamics of persistence in Brazilian economic uncertainty, expectation, and confidence indexes," Finance Research Letters, Elsevier, vol. 70(C).
  4. Ghada Elbez & Hubert B. Keller & Atul Bohara & Klara Nahrstedt & Veit Hagenmeyer, 2020. "Detection of DoS Attacks Using ARFIMA Modeling of GOOSE Communication in IEC 61850 Substations," Energies, MDPI, vol. 13(19), pages 1-27, October.
  5. David Greasley & Les Oxley, 2010. "Cliometrics And Time Series Econometrics: Some Theory And Applications," Journal of Economic Surveys, Wiley Blackwell, vol. 24(5), pages 970-1042, December.
  6. Erdinc Akyildirim & Shaen Corbet & Guzhan Gulay & Duc Khuong Nguyen & Ahmet Sensoy, 2019. "Order Flow Persistence in Equity Spot and Futures Markets: Evidence from a Dynamic Emerging Market," Working Papers 2019-011, Department of Research, Ipag Business School.
  7. Caporale, Guglielmo Maria & Gil-Alana, Luis Alberiko & Puertolas, Francisco, 2024. "Modelling profitability of private equity: A fractional integration approach," Research in International Business and Finance, Elsevier, vol. 67(PA).
  8. Jennifer Brown & Les Oxley & William Rea & Marco Reale, 2008. "The Empirical Properties of Some Popular Estimators of Long Memory Processes," Working Papers in Economics 08/13, University of Canterbury, Department of Economics and Finance.
  9. Ramos-Requena, J.P. & Trinidad-Segovia, J.E. & Sánchez-Granero, M.A., 2017. "Introducing Hurst exponent in pair trading," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 488(C), pages 39-45.
  10. Derek Nokes & Lawrence Fulton, 2019. "Analysis of a Global Futures Trend-Following Strategy," JRFM, MDPI, vol. 12(3), pages 1-18, June.
  11. Hazem Krichene & Mhamed-Ali El-Aroui, 2018. "Agent-Based Simulation and Microstructure Modeling of Immature Stock Markets," Computational Economics, Springer;Society for Computational Economics, vol. 51(3), pages 493-511, March.
  12. A. Gómez-Águila & J. E. Trinidad-Segovia & M. A. Sánchez-Granero, 2022. "Improvement in Hurst exponent estimation and its application to financial markets," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 8(1), pages 1-21, December.
  13. Valerie Mignon & Sandrine Lardic, 2004. "The exact maximum likelihood estimation of ARFIMA processes and model selection criteria: A Monte Carlo study," Economics Bulletin, AccessEcon, vol. 3(21), pages 1-16.
  14. He, Changli & Kang, Jian & Silvennoinen, Annastiina & Teräsvirta, Timo, 2023. "Long monthly European temperature series and the North Atlantic Oscillation," Energy Economics, Elsevier, vol. 126(C).
  15. Shelton Peiris & Richard Hunt, 2023. "Revisiting the Autocorrelation of Long Memory Time Series Models," Mathematics, MDPI, vol. 11(4), pages 1-8, February.
  16. Luis Alberiko Gil-Alana & Francisco Puertolas-Montanes, 2023. "Profitability of private equity: mean reversion and transitory shocks," Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 47(2), pages 458-471, June.
  17. Felbermayr, Gabriel & Gröschl, Jasmin & Sanders, Mark & Schippers, Vincent & Steinwachs, Thomas, 2022. "The economic impact of weather anomalies," World Development, Elsevier, vol. 151(C).
  18. José Pedro Ramos-Requena & Juan Evangelista Trinidad-Segovia & Miguel Ángel Sánchez-Granero, 2020. "An Alternative Approach to Measure Co-Movement between Two Time Series," Mathematics, MDPI, vol. 8(2), pages 1-24, February.
  19. Masoud M. Nasari & Mohamedou Ould-Haye, 2022. "Confidence intervals with higher accuracy for short and long-memory linear processes," Statistical Papers, Springer, vol. 63(4), pages 1187-1220, August.
  20. Kalantari, Mahdi, 2021. "Forecasting COVID-19 pandemic using optimal singular spectrum analysis," Chaos, Solitons & Fractals, Elsevier, vol. 142(C).
  21. Xiaomei Ma & Mengxue Li & Wenquan Li & Yongqian Liu, 2025. "Overview of Offshore Wind Power Technologies," Sustainability, MDPI, vol. 17(2), pages 1-16, January.
  22. Kęstutis Dučinskas & Marta Karaliutė & Laura Šaltytė-Vaisiauskė, 2023. "Spatially Weighted Bayesian Classification of Spatio-Temporal Areal Data Based on Gaussian-Hidden Markov Models," Mathematics, MDPI, vol. 11(2), pages 1-13, January.
  23. Les Oxley & Chris Price & William Rea & Marco Reale, 2008. "A New Procedure to Test for H Self-Similarity," Working Papers in Economics 08/16, University of Canterbury, Department of Economics and Finance.
  24. Kwon, Yujin & Park, Sung Y., 2023. "Modeling an early warning system for household debt risk in Korea: A simple deep learning approach," Journal of Asian Economics, Elsevier, vol. 84(C).
  25. Miguel Ángel Sánchez & Juan E Trinidad & José García & Manuel Fernández, 2015. "The Effect of the Underlying Distribution in Hurst Exponent Estimation," PLOS ONE, Public Library of Science, vol. 10(5), pages 1-17, May.
  26. S. Hussain & R. Harrison & J. Ayres & S. Walter & J. Hawker & R. Wilson & G. Shukur, 2005. "Estimation and forecasting hospital admissions due to Influenza: Planning for winter pressure. The case of the West Midlands, UK," Journal of Applied Statistics, Taylor & Francis Journals, vol. 32(3), pages 191-205.
  27. Chunsheng Ma, 2005. "Semiparametric spatio-temporal covariance models with the ARMA temporal margin," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 57(2), pages 221-233, June.
  28. Andrea Flori, 2019. "Cryptocurrencies In Finance: Review And Applications," International Journal of Theoretical and Applied Finance (IJTAF), World Scientific Publishing Co. Pte. Ltd., vol. 22(05), pages 1-22, August.
  29. Nikolaos A. Kyriazis, 2019. "A Survey on Efficiency and Profitable Trading Opportunities in Cryptocurrency Markets," JRFM, MDPI, vol. 12(2), pages 1-17, April.
  30. Vasile Brătian & Ana-Maria Acu & Camelia Oprean-Stan & Emil Dinga & Gabriela-Mariana Ionescu, 2021. "Efficient or Fractal Market Hypothesis? A Stock Indexes Modelling Using Geometric Brownian Motion and Geometric Fractional Brownian Motion," Mathematics, MDPI, vol. 9(22), pages 1-20, November.
  31. Santos, J.V.C. & Moreira, D.M. & Moret, M.A. & Nascimento, E.G.S., 2019. "Analysis of long-range correlations of wind speed in different regions of Bahia and the Abrolhos Archipelago, Brazil," Energy, Elsevier, vol. 167(C), pages 680-687.
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