Cover Image

APPLICATION OF BRADFORDS LAW OF SCATTERING TO THE LIGHT POLLUTION LITERATURE IN INDIA

Fuente: Zenodo

Saved in:

Bibliographic Details
Main Authors:	S.C. Hosamani, C. Krishnamurthy, Rohit R. Patil
Format:	Recurso digital
Published:	Zenodo 2025
Subjects:	Bradfords Law Light Pollution Time Series Analysis India
Online Access:	Acceder al recurso
Tags:	Add Tag No Tags, Be the first to tag this record!

Similar Items

Concentration of toxic metals in benthic organisms off Bombay coast
by: Varshney, P.K., et al.
Published: (1992)

Effectiveness Of Laws To Combat Automobile Pollution: A Legal Overview
by: Prashant Bhadu
Published: (2021)

Propiedades bioactivas y nutricionales del polen apícola de la provincia del Chubut, Argentina
by: P.V. ALOISI
Published: (2014)

Testing Mean Stability of Heteroskedastic Time Series
by: Violetta Dalla, et al.
Published: (2025)

Time‐Varying Dispersion Integer‐Valued GARCH Models
by: Wagner Barreto‐Souza, et al.
Published: (2025)

Environmental impact of nurdle spill from MSC ELSA 3 on the Kanyakumari Coast, Southern India.
by: Perumal, Karthikeyan, et al.
Published: (2026)

Forecasting the yield curve: the role of additional and time‐varying decay parameters, conditional heteroscedasticity, and macro‐economic factors
by: João F. Caldeira, et al.
Published: (2024)

Law Of Environment In India: Problems And Challenges In Its Enforcement
by: Ashish Verma
Published: (2021)

On Testing for Independence Between Generalized Error Models of Several Time Series
by: Kilani Ghoudi, et al.
Published: (2026)

Arsenic level in the surface wastewaters of Kolkata and its implication on sewage-fed fisheries
by: Das, S.C.S., et al.
Published: (2005)

Drivers of microplastic pollution in soil sediments at fish landing centers in Sri Vijaya Puram (Port Blair), South Andaman Island.
by: Kumar, Ajit, et al.
Published: (2025)

Hourly data of the article Drivers of artificial light at night variability in urban, rural and remote areas
by: Massetti, Luciano
Published: (2020)

Tests for Changes in Count Time Series Models With Exogenous Covariates
by: Šárka Hudecová, et al.
Published: (2025)

Towards Identification of Shocks in Linear State‐Space Models: Application to Stochastic Volatility Model
by: Stéphane Gregoir, et al.
Published: (2025)

Extremely Fast Maximum Likelihood Estimation of High‐Order Autoregressive Models
by: Daniel F. Schmidt, et al.
Published: (2025)

Gradual Changes in Functional Time Series
by: Patrick Bastian, et al.
Published: (2025)

Issue Information
Published: (2025)

Spatiotemporal Heterogeneity Learning: Generalized SpatioTemporal Semi‐Varying Coefficient Models With Structure Identification
by: Zhiling Gu, et al.
Published: (2025)

Editorial Announcement
by: Robert Taylor
Published: (2025)

Testing and Estimation of Change Point in ARMA Model With Heavy‐Tailed G‐GARCH Noises
by: Qiang Bai, et al.
Published: (2025)

Inverse Autocovariance Estimates
by: Jiang Wang, et al.
Published: (2025)

The Gaussian Central Limit Theorem for a Stationary Time Series With Infinite Variance
by: Muneya Matsui, et al.
Published: (2025)

Issue Information
Published: (2025)

A Conditional Tail Expectation Type Risk Measure for Time Series
by: Yuri Goegebeur, et al.
Published: (2025)

Recent Developments in Time‐Series Methods for Detecting Bubbles and Crashes: Guest Editors' Introduction
by: David I. Harvey, et al.
Published: (2025)

Mode Meets Mean: A New Robust Volatility
by: Tao Wang
Published: (2025)

Online Detection of Forecast Model Inadequacies Using Forecast Errors
by: Thomas Grundy, et al.
Published: (2025)

A Note on Local Polynomial Regression for Time Series in Banach Spaces
by: Florian Heinrichs
Published: (2025)

Editorial Announcement
by: Robert Taylor
Published: (2025)

High‐Frequency Instruments and Identification‐Robust Inference for Stochastic Volatility Models
by: Md. Nazmul Ahsan, et al.
Published: (2025)

Permutation Testing for Monotone “Trend”
by: Joseph P. Romano, et al.
Published: (2025)

Nonparametric Inference of Conditional Expectile Functions in Large‐Scale Time Series Data With Improved Efficiency
by: Feipeng Zhang, et al.
Published: (2025)

Smoothing Spline Semi‐Parametric Non‐Gaussian Structural Vector Autoregressive Models
by: Wenhao Cui
Published: (2025)

Noising the GARCH Volatility: A Random Coefficient GARCH Model
by: Abdelhakim Aknouche, et al.
Published: (2025)

Time Series for QFFE: Special Issue of the Journal of Time Series Analysis
by: Christian Francq, et al.
Published: (2025)

Estimation of the Long‐Run Variance of Nonlinear Time Series With an Application to Change Point Analysis
by: Vaidotas Characiejus, et al.
Published: (2025)

On the Optimal Prediction of Extreme Events in Heavy‐Tailed Time Series With Applications to Solar Flare Forecasting
by: Victor Verma, et al.
Published: (2025)

Sequential Outlier Detection in Nonstationary Time Series
by: Florian Heinrichs, et al.
Published: (2025)

Special Issue in Honour of Stephen J. Taylor: Guest Editors' Introduction
by: Torben G. Andersen, et al.
Published: (2025)

Functional Sieve Bootstrap for the Partial Sum Process With an Application to Change‐Point Detection
by: Efstathios Paparoditis, et al.
Published: (2025)