Small sample estimation of the variance of time-averages in climatic time series
✍ Scribed by Şen, Zekai
- Publisher
- John Wiley and Sons
- Year
- 1998
- Tongue
- English
- Weight
- 94 KB
- Volume
- 18
- Category
- Article
- ISSN
- 0899-8418
No coin nor oath required. For personal study only.
✦ Synopsis
Estimations of the time-average variance for meteorological time series play a central role in climatic studies. They depend on the finite sample length and the correlation structure of the climatic time series. A general equation for these estimations is derived theoretically for autoregressive integrated moving average (ARIMA) process. Comparisons with a first-order Markov, moving average and independent processes are presented with charts for determining equivalent independent process effective number by considering a certain level of relative error percentage. Illustrative examples are given for the application of time-average variance in detecting possible climatic trends.
📜 SIMILAR VOLUMES
Variance estimators are derived for estimators of the average lead time and average benefit time due to screening in a randomized screening trial via influence functions. The influence functions demonstrate that these estimators are asymptotically equivalent to the mean difference, between the study
Two new time series techniques are employed to study the diurnal eect at between 30 and 60 metres depth in the upper equatorial ocean. A modi®ed spectral approach is proposed to identify the period of an unequally spaced series. Based on the exceedances of mixing activities, a new criterion is intro
During their twenty-year high school reunion, Kathleen renews her romance with her first love, Dawson. Then she wakes up to find herself back in 1996; everyone she loves is twenty years younger. She needs to find out how she traveled to the past and how to return to her own time. In the mean time sh
## Abstract This paper addresses the problem of estimating the tail index α of distributions with heavy, Pareto‐type tails for dependent data, that is of interest in the areas of finance, insurance, environmental monitoring and teletraffic analysis. A novel approach based on the max self‐similarity