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

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Cited by:

  1. 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.
  2. Derek Nokes & Lawrence Fulton, 2019. "Analysis of a Global Futures Trend-Following Strategy," JRFM, MDPI, vol. 12(3), pages 1-18, June.
  3. 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.
  4. 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).
  5. 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.
  6. 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.
  7. 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.
  8. 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.
  9. 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.
  10. 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).
  11. 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.
  12. 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.
  13. Felbermayr, Gabriel & Gröschl, Jasmin & Sanders, Mark & Schippers, Vincent & Steinwachs, Thomas, 2022. "The economic impact of weather anomalies," World Development, Elsevier, vol. 151(C).
  14. 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.
  15. 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.
  16. 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).
  17. 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.
  18. Shelton Peiris & Richard Hunt, 2023. "Revisiting the Autocorrelation of Long Memory Time Series Models," Mathematics, MDPI, vol. 11(4), pages 1-8, February.
  19. 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.
  20. Kalantari, Mahdi, 2021. "Forecasting COVID-19 pandemic using optimal singular spectrum analysis," Chaos, Solitons & Fractals, Elsevier, vol. 142(C).
  21. 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.
  22. 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.
  23. 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).
  24. Nikolaos A. Kyriazis, 2019. "A Survey on Efficiency and Profitable Trading Opportunities in Cryptocurrency Markets," JRFM, MDPI, vol. 12(2), pages 1-17, April.
  25. 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.
  26. 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.
  27. 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.
  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. 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.
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