Time-varying Markov models for binary temperature series in agrorisk management

DOI10.1007/s13253-012-0090-1zbMath1302.62262OpenAlexW2066430826MaRDI QIDQ484611

Reza Hosseini, Nhu D. Le, James V. Zidek

Publication date: 7 January 2015

Published in: Journal of Agricultural, Biological, and Environmental Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s13253-012-0090-1

zbMATH Keywords

frosthigh-order categorical Markov chainspartial likelihood maximizationseasonal transition probabilitytime-varying Markov coefficientsweather derivatives

Mathematics Subject Classification ID

Applications of statistics to environmental and related topics (62P12)

Uses Software

• R

Cites Work

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• Generalized choice models for categorical time series
• Theory of partial likelihood
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• Variable length Markov chains
• STATIONARY DISCRETE AUTOREGRESSIVE-MOVING AVERAGE TIME SERIES GENERATED BY MIXTURES
• A Non-Homogeneous Hidden Markov Model for Precipitation Occurrence
• On modelling and pricing weather derivatives
• REGRESSION MODELS FOR NON‐STATIONARY CATEGORICAL TIME SERIES
• The volatility of temperature and pricing of weather derivatives

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