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Long-term changes in spatial variation of soil electrical conductivity and exchangeable sodium percentage in irrigated mesic ustifluvents

Güler, Mustafa; Arslan, Hakan; Cemek, Bilal; Erşahin, … - In: Agricultural Water Management 135 (2014) C, pp. 1-8

Soil salinity and sodicity obscure growth of many field and horticultural crops. Spatial and temporal variations of these attributes should be known to avoid their impacts on plant growth. We studied long-term changes in spatial variation in soil electrical conductivity (EC) and soil...

Persistent link: https://www.econbiz.de/10011047840

Comparison of Interpolation Methods for the Prediction of Reference Evapotranspiration—An Application in Greece

Mardikis, M.; Kalivas, D.; Kollias, V. - In: Water Resources Management 19 (2005) 3, pp. 251-278

The objective of this paper is to evaluate four interpolation methods, concerning their suitability for spatial prediction of long-term mean daily reference evapotranspiration (calculated by Penman–Monteith equation) for each month in Greece. The methods studied were ordinary kriging (OK) and...

Persistent link: https://www.econbiz.de/10010998207

State-By-State Carbon Dioxide Emissions from Fossil Fuel Use in the United States 1960–2000

Blasing, T.; Broniak, Christine; Marland, Gregg - In: Mitigation and Adaptation Strategies for Global Change 10 (2005) 4, pp. 659-674

Persistent link: https://www.econbiz.de/10005755975

The Use of Remote Sensing and GIS in the Sustainable Management of Tropical Coastal Ecosystems

Dahdouh-Guebas, Farid - In: Environment, Development and Sustainability 4 (2002) 2, pp. 93-112

Persistent link: https://www.econbiz.de/10010558063

Asymptotic normality of the Nadaraya–Watson semivariogram estimators

García-Soidán, Pilar - In: TEST: An Official Journal of the Spanish Society of … 16 (2007) 3, pp. 479-503

Persistent link: https://www.econbiz.de/10005390559

Semiparametric spatio-temporal covariance models with the ARMA temporal margin

Ma, Chunsheng - In: Annals of the Institute of Statistical Mathematics 57 (2005) 2, pp. 221-233

Persistent link: https://www.econbiz.de/10005391515

Mittag-Leffler vector random fields with Mittag-Leffler direct and cross covariance functions

Ma, Chunsheng - In: Annals of the Institute of Statistical Mathematics 65 (2013) 5, pp. 941-958

In terms of the two-parameter Mittag-Leffler function with specified parameters, this paper introduces the Mittag-Leffler vector random field through its finite-dimensional characteristic functions, which is essentially an elliptically contoured one and reduces to a Gaussian one when the two...

Persistent link: https://www.econbiz.de/10010848634

Analysis of spatial structure of latent effects governing hydrogeological phenomena

Márkus, Lászlo; Berke, Olaf; Kovács, József; Urfer, … - Institut für Wirtschafts- und Sozialstatistik, … - 1998

In the present study we investigate the data provided by the karstwater level monitoring system set up in the Transdanubian Mountains, more precisely in the Bakony, the Keszthelyi Mountains and the Balaton-Highland. (Here, like in the sequel, the term karstwater is used for groundwater in...

Persistent link: https://www.econbiz.de/10010982357

Inference for variograms

Bowman, Adrian W.; Crujeiras, Rosa M. - In: Computational Statistics & Data Analysis 66 (2013) C, pp. 19-31

The empirical variogram is a standard tool in the investigation and modelling of spatial covariance. However, its … spatial covariance which may be present. A robust form of empirical variogram based on a fourth-root transformation is used … scale. Calculations of mean, variance and covariance of the binned empirical variogram then allow useful computations such …

Persistent link: https://www.econbiz.de/10011056394

Spatial modeling of stock market comovements

Fernández-Avilés, Gema; Montero, Jose-María; Orlov, … - In: Finance Research Letters 9 (2012) 4, pp. 202-212

We model the complex global dependencies in international financial markets using spatial techniques. Our methodology allows us to go beyond conventional correlation analyses and volatility-spillover models confined to studying pairwise relationships, and improves the accuracy of return...

Persistent link: https://www.econbiz.de/10011065841