Non-homogeneous hidden Markov-switching models for wind time series

DOI10.1016/j.jspi.2014.12.005zbMath1311.62189MaRDI QIDQ2344386

Valérie Monbet, Françoise Pène, Pierre Ailliot, Julie Bessac

Publication date: 15 May 2015

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jspi.2014.12.005

zbMATH Keywords

consistency; wind time series; linear-circular time series; Markov-switching autoregressive process; non-homogeneous hidden Markov process

Mathematics Subject Classification ID

62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)

62P12: Applications of statistics to environmental and related topics

62M02: Markov processes: hypothesis testing

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Uses Software

• R
• NHMSAR

Cites Work

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