User: Guest  Login

There is a newer version of the object available.

Document type:
Zeitschriftenaufsatz 
Author(s):
Erhardt, T.M., Czado, C., and Schepsmeier, U. 
Title:
R-vine models for spatial time series with an application to daily mean temperature 
Abstract:
We introduce an extension of R-vine copula models for the purpose of spatial dependency modeling and model based prediction at unobserved locations. The newly derived spatial R-vine model combines the flexibility of vine copulas with the classical geostatistical idea of modeling spatial dependencies by means of the distances between the variable locations. In particular the model is able to capture non-Gaussian spatial dependencies. For the purpose of model development and as an illustration we...    »
 
Keywords:
Daily mean temperature; Marginal model; Spatial R-vine model; Spatial statistics; Vine copulas 
Dewey Decimal Classification:
510 Mathematik 
Journal title:
Preprint 
Year:
2014 
Reviewed:
nein 
Language:
en 
Status:
Preprint / submitted 
TUM Institution:
Lehrstuhl für Mathematische Statistik 
versions