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Dokumenttyp:
Zeitschriftenaufsatz 
Autor(en):
Erhardt, T.M., Czado, C., and Schepsmeier, U. 
Titel:
R-vine models for spatial time series with an application to daily mean temperature 
Abstract:
We introduce an extension of R-vine copula models to allow for spatial dependencies and model based prediction at unobserved locations. The proposed spatial R-vine model combines the flexibility of vine copulas with the classical geostatistical idea of modeling spatial dependencies using the distances between the variable locations. In particular the model is able to capture non-Gaussian spatial dependencies. To develop and illustrate our approach we consider daily mean temperature data observed...    »
 
Stichworte:
Daily mean temperature; Marginal model; Spatial R-vine model; Spatial statistics; Vine copulas 
Dewey Dezimalklassifikation:
510 Mathematik 
Zeitschriftentitel:
Biometrics 
Jahr:
2015 
Band / Volume:
71 
Jahr / Monat:
2015-06 
Monat:
Jun 
Heft / Issue:
Seitenangaben Beitrag:
323-332 
Reviewed:
ja 
Sprache:
en 
Status:
Verlagsversion / published 
TUM Einrichtung:
Lehrstuhl für Mathematische Statistik 
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