Modelling spatio-temporal variability of temperature

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

zbMATH Keywords

semiparametric modelfactor modelKriginggeographic basis riskweather insurance

Mathematics Subject Classification ID

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

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• 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

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