A Non‐Gaussian Spatio‐Temporal Model for Daily Wind Speeds Based on a Multi‐Variate Skew‐t Distribution

DOI10.1111/jtsa.12437zbMath1418.62400arXiv1703.04312OpenAlexW2902403787MaRDI QIDQ5377198

Marc G. Genton, Felipe Tagle, Paola Crippa, Stefano Castruccio

Publication date: 23 May 2019

Published in: Journal of Time Series Analysis (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1703.04312

zbMATH Keywords

daily wind speedinternal climate variabilityskew-\(T\) distributionwind power density

Mathematics Subject Classification ID

Inference from spatial processes (62M30) Estimation in multivariate analysis (62H12) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to environmental and related topics (62P12)

Uses Software

• sn

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