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Titel:

R-vine models for spatial time series with an application to daily mean temperature

Dokumenttyp:
Zeitschriftenaufsatz
Autor(en):
Erhardt, T.M., Czado, C., and Schepsmeier, U.
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:
2
Seitenangaben Beitrag:
323-332
Reviewed:
ja
Sprache:
en
Volltext / DOI:
doi:10.1111/biom.12279
WWW:
http://onlinelibrary.wiley.com/doi/10.1111/biom.12279/abstract%2525252525253Bjsessionid%2525252525253DF5D821632451E7A82FB4ACFD23B4F5A6.f01t01
Status:
Verlagsversion / published
TUM Einrichtung:
Lehrstuhl für Mathematische Statistik
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