Modelling spatio-temporal variability of temperature
DOI10.1007/S00180-015-0561-2zbMATH Open1342.65022OpenAlexW2130316471MaRDI QIDQ740085FDOQ740085
Authors: Ostap Okhrin, Martin Odening, Matthias Ritter, Xiao-Feng Cao 
Publication date: 12 August 2016
Published in: Computational Statistics (Search for Journal in Brave)
Full work available at URL: http://sfb649.wiwi.hu-berlin.de/papers/pdf/SFB649DP2014-020.pdf
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Computational methods for problems pertaining to statistics (62-08) Applications of statistics to economics (62P20) Inference from stochastic processes and prediction (62M20)
Cites Work
- Statistics for spatio-temporal data
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- A semiparametric factor model for CDO surfaces dynamics
- Generalized dynamic semi-parametric factor models for high-dimensional non-stationary time series
- Dynamic models for spatiotemporal data
- Weather Forecasting for Weather Derivatives
- Stochastic Modelling of Temperature Variations with a View Towards Weather Derivatives
- Interpolation methods comparison
- Dynamic semiparametric factor models in risk neutral density estimation
Cited In (11)
- Spatial-temporal modelling of temperature for pricing temperature index insurance
- Kriging methods for modeling spatial basis risk in weather index insurances: a technical note
- Mitigating geographical basis risk of weather derivatives using spatial-temporal regime-switching temperature model
- Remote Sensing Applications for Insurance: A Predictive Model for Pasture Yield in the Presence of Systemic Weather
- Space‐time modelling of trends in temperature series
- Editorial to the special issue on applicable semiparametrics of computational statistics
- Title not available (Why is that?)
- Sparse vector Markov switching autoregressive models. Application to multivariate time series of temperature
- The impact of spatial interpolation techniques on spatial basis risk for weather insurance: an application to forage crops
- Multivariate bioclimatic indices modelling: a coregionalised approach
- A Dynamic Stochastic Integrated Climate–Economic Spatiotemporal Model for Agricultural Insurance Products
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