IDEAS home Printed from https://ideas.repec.org/a/spr/climat/v109y2011i3p549-568.html
   My bibliography  Save this article

Nonparametric testing of variability and trend in some climatic records

Author

Listed:
  • John Halley
  • Dimitris Kugiumtzis

Abstract

No abstract is available for this item.

Suggested Citation

  • John Halley & Dimitris Kugiumtzis, 2011. "Nonparametric testing of variability and trend in some climatic records," Climatic Change, Springer, vol. 109(3), pages 549-568, December.
  • Handle: RePEc:spr:climat:v:109:y:2011:i:3:p:549-568
    DOI: 10.1007/s10584-011-0053-5
    as

    Download full text from publisher

    File URL: http://hdl.handle.net/10.1007/s10584-011-0053-5
    Download Restriction: Access to full text is restricted to subscribers.

    File URL: https://libkey.io/10.1007/s10584-011-0053-5?utm_source=ideas
    LibKey link: if access is restricted and if your library uses this service, LibKey will redirect you to where you can use your library subscription to access this item
    ---><---

    As the access to this document is restricted, you may want to search for a different version of it.

    References listed on IDEAS

    as
    1. Cannon, Michael J. & Percival, Donald B. & Caccia, David C. & Raymond, Gary M. & Bassingthwaighte, James B., 1997. "Evaluating scaled windowed variance methods for estimating the Hurst coefficient of time series," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 241(3), pages 606-626.
    2. Rybski, Diego & Bunde, Armin, 2009. "On the detection of trends in long-term correlated records," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 388(8), pages 1687-1695.
    3. Govindan, R.B. & Bunde, Armin & Havlin, Shlomo, 2003. "Volatility in atmospheric temperature variability," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 318(3), pages 529-536.
    4. Reto Knutti & Thomas F. Stocker & Fortunat Joos & Gian-Kasper Plattner, 2002. "Constraints on radiative forcing and future climate change from observations and climate model ensembles," Nature, Nature, vol. 416(6882), pages 719-723, April.
    5. Nagarajan, Radhakrishnan, 2007. "Surrogate analysis of volatility series from long-range correlated noise," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 374(1), pages 281-288.
    6. Anders Moberg & Dmitry M. Sonechkin & Karin Holmgren & Nina M. Datsenko & Wibjörn Karlén, 2005. "Highly variable Northern Hemisphere temperatures reconstructed from low- and high-resolution proxy data," Nature, Nature, vol. 433(7026), pages 613-617, February.
    7. Kugiumtzis Dimitris, 2008. "Evaluation of Surrogate and Bootstrap Tests for Nonlinearity in Time Series," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 12(1), pages 1-26, March.
    Full references (including those not matched with items on IDEAS)

    Most related items

    These are the items that most often cite the same works as this one and are cited by the same works as this one.
    1. Lu, Feiyu & Yuan, Naiming & Fu, Zuntao & Mao, Jiangyu, 2012. "Universal scaling behaviors of meteorological variables’ volatility and relations with original records," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 391(20), pages 4953-4962.
    2. Adam Daigneault & Steve Newbold, 2009. "Climate Response Uncertainty and the Unexpected Benefits of Greenhouse Gas Emissions Reductions," NCEE Working Paper Series 200806, National Center for Environmental Economics, U.S. Environmental Protection Agency, revised Mar 2009.
    3. Gerard Roe & Yoram Bauman, 2013. "Climate sensitivity: should the climate tail wag the policy dog?," Climatic Change, Springer, vol. 117(4), pages 647-662, April.
    4. Zaremba, Adam & Bianchi, Robert J. & Mikutowski, Mateusz, 2021. "Long-run reversal in commodity returns: Insights from seven centuries of evidence," Journal of Banking & Finance, Elsevier, vol. 133(C).
    5. Peringer, Alexander & Gillet, François & Rosenthal, Gert & Stoicescu, Ioana & Pătru-Stupariu, Ileana & Stupariu, Mihai-Sorin & Buttler, Alexandre, 2016. "Landscape-scale simulation experiments test Romanian and Swiss management guidelines for mountain pasture-woodland habitat diversity," Ecological Modelling, Elsevier, vol. 330(C), pages 41-49.
    6. Li Wang & Xing-Lu Gao & Wei-Xing Zhou, 2023. "Testing for intrinsic multifractality in the global grain spot market indices: A multifractal detrended fluctuation analysis," Papers 2306.10496, arXiv.org.
    7. Terence C. Mills, 2012. "Semi-parametric modelling of temperature records," Journal of Applied Statistics, Taylor & Francis Journals, vol. 39(2), pages 361-383, May.
    8. Feng Shi & Quansheng Ge & Bao Yang & Jianping Li & Fengmei Yang & Fredrik Ljungqvist & Olga Solomina & Takeshi Nakatsuka & Ninglian Wang & Sen Zhao & Chenxi Xu & Keyan Fang & Masaki Sano & Guoqiang Ch, 2015. "A multi-proxy reconstruction of spatial and temporal variations in Asian summer temperatures over the last millennium," Climatic Change, Springer, vol. 131(4), pages 663-676, August.
    9. Gilbert, Richard & Perl, Anthony, 2007. "Grid-connected vehicles as the core of future land-based transport systems," Energy Policy, Elsevier, vol. 35(5), pages 3053-3060, May.
    10. Craig Loehle & J. Huston McCulloch, 2008. "Correction to: A 2000-Year Global Temperature Reconstruction Based on Non-Tree Ring Proxies," Energy & Environment, , vol. 19(1), pages 93-100, January.
    11. A. Lopez & E. Suckling & F. Otto & A. Lorenz & D. Rowlands & M. Allen, 2015. "Towards a typology for constrained climate model forecasts," Climatic Change, Springer, vol. 132(1), pages 15-29, September.
    12. Wei, Kun & Zhang, Youxin & Luo, Yi, 2018. "Variance-mediated multifractal analysis of group participation in chasing a single dangerous prey," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 503(C), pages 1275-1287.
    13. Viola, Flavio M. & Paiva, Susana L.D. & Savi, Marcelo A., 2010. "Analysis of the global warming dynamics from temperature time series," Ecological Modelling, Elsevier, vol. 221(16), pages 1964-1978.
    14. Papapetrou, M. & Kugiumtzis, D., 2013. "Markov chain order estimation with conditional mutual information," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 392(7), pages 1593-1601.
    15. repec:jss:jstsof:33:i05 is not listed on IDEAS
    16. Jasper G. Franke & Reik V. Donner, 2017. "Dynamical anomalies in terrestrial proxies of North Atlantic climate variability during the last 2 ka," Climatic Change, Springer, vol. 143(1), pages 87-100, July.
    17. Kirchner, M. & Schubert, P. & Schmidtbleicher, D. & Haas, C.T., 2012. "Evaluation of the temporal structure of postural sway fluctuations based on a comprehensive set of analysis tools," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 391(20), pages 4692-4703.
    18. Andrew Clark, 2005. "The use of Hurst and effective return in investing," Quantitative Finance, Taylor & Francis Journals, vol. 5(1), pages 1-8.
    19. Michalski, Sebastian, 2008. "Blocks adjustment—reduction of bias and variance of detrended fluctuation analysis using Monte Carlo simulation," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 387(1), pages 217-242.
    20. Almurad, Zainy M.H. & Delignières, Didier, 2016. "Evenly spacing in Detrended Fluctuation Analysis," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 451(C), pages 63-69.
    21. Schulze, Kiowa Alraune & Rosenthal, Gert & Peringer, Alexander, 2018. "Intermediate foraging large herbivores maintain semi-open habitats in wilderness landscape simulations," Ecological Modelling, Elsevier, vol. 379(C), pages 10-21.

    More about this item

    Statistics

    Access and download statistics

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:spr:climat:v:109:y:2011:i:3:p:549-568. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Sonal Shukla or Springer Nature Abstracting and Indexing (email available below). General contact details of provider: http://www.springer.com .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.