Modelling spatio-temporal variability of temperature
From MaRDI portal
Publication:740085
DOI10.1007/s00180-015-0561-2zbMath1342.65022OpenAlexW2130316471MaRDI QIDQ740085
Ostap Okhrin, Matthias Ritter, Martin Odening, 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
Applications of statistics to economics (62P20) Computational methods for problems pertaining to statistics (62-08) Inference from stochastic processes and prediction (62M20)
Related Items (4)
Sparse vector Markov switching autoregressive models. Application to multivariate time series of temperature ⋮ Remote Sensing Applications for Insurance: A Predictive Model for Pasture Yield in the Presence of Systemic Weather ⋮ Editorial to the special issue on applicable semiparametrics of computational statistics ⋮ The Impact of Spatial Interpolation Techniques on Spatial Basis Risk for Weather Insurance: An Application to Forage Crops
Cites Work
- Unnamed Item
- Unnamed Item
- A semiparametric factor model for CDO surfaces dynamics
- Interpolation methods comparison
- Dynamic Models for Spatiotemporal Data
- Generalized dynamic semi‐parametric factor models for high‐dimensional non‐stationary time series
- Time Series Modelling With Semiparametric Factor Dynamics
- Stochastic Modelling of Temperature Variations with a View Towards Weather Derivatives
- Weather Forecasting for Weather Derivatives
- Dynamic semiparametric factor models in risk neutral density estimation
This page was built for publication: Modelling spatio-temporal variability of temperature
