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Title:

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

Document type:
Zeitschriftenaufsatz
Author(s):
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...     »
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:
2
Pages contribution:
323-332
Reviewed:
ja
Language:
en
Fulltext / DOI:
doi:10.1111/biom.12279
WWW:
http://onlinelibrary.wiley.com/doi/10.1111/biom.12279/abstract%2525252525253Bjsessionid%2525252525253DF5D821632451E7A82FB4ACFD23B4F5A6.f01t01
Status:
Verlagsversion / published
TUM Institution:
Lehrstuhl für Mathematische Statistik
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