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

DOI10.1111/biom.12279zbMath1390.62326arXiv1403.3500OpenAlexW1532001286WikidataQ41466582 ScholiaQ41466582MaRDI QIDQ3459928

Claudia Czado, Tobias Michael Erhardt, Ulf Schepsmeier

Publication date: 11 January 2016

Published in: Biometrics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1403.3500

zbMATH Keywords

spatial statisticstime seriesmarginal modelvine copulasspatial R-vine modeldaily mean temperature

Mathematics Subject Classification ID

Inference from spatial processes (62M30) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to environmental and related topics (62P12) Point estimation (62F10)

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Uses Software

• VineCopula
• CDVine

Cites Work

• Unnamed Item
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