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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 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...    »
 
Keywords:
Daily mean temperature; Marginal model; Spatial R-vine model; Spatial statistics; Vine copulas 
Dewey Decimal Classification:
510 Mathematik 
Journal title:
Biometrics 
Year:
2015 
Journal volume:
71 
Year / month:
2015-06 
Month:
Jun 
Journal issue:
Pages contribution:
323-332 
Reviewed:
ja 
Language:
en 
Status:
Verlagsversion / published 
TUM Institution:
Lehrstuhl für Mathematische Statistik 
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