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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

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

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

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

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

A note on processes with random stationary increments

Zhang, Haimeng; Huang, Chunfeng - In: Statistics & Probability Letters 94 (2014) C, pp. 153-161

When the correlation theory is considered for the processes with random stationary increments, Yaglom (1955) has developed the spectral representation theory. In this note, we complete this development by obtaining the inversion formula of the spectrum in terms of the structure function.

Persistent link: https://www.econbiz.de/10010930592

Spatial design matrices and associated quadratic forms: structure and properties

Hillier, Grant; Martellosio, Federico - Volkswirtschaftliche Fakultät, … - 2006

variogram estimator, under several assumptions about the actual variogram. …

Persistent link: https://www.econbiz.de/10005020502

Estimating commercial property prices: an application of cokriging with housing prices as ancillary information

Montero-Lorenzo, José-María; Larraz-Iribas, Beatriz; … - In: Journal of Geographical Systems 11 (2009) 4, pp. 407-425

Persistent link: https://www.econbiz.de/10008491914

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