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stat.AP2018
Bivariate modelling of precipitation and temperature using a non-homogeneous hidden Markov model
Augustin Touron, Thi Thu Huong Hoang, Sylvie Parey
Aiming to generate realistic synthetic times series of the bivariate process of daily mean temperature and precipitations, we introduce a non-homogeneous hidden Markov model. The n…
stat.AP2008★ 1 cited
Estimation of a diffusion model with trends taking in account the extremes. Application to temperature in France
Gregory Benmenzer, Didier Dacunha-Castelle, T. T. Huong Hoang
We built a model of the daily temperature based on a diffusion process and address to extreme values not taken into account in the literature on this kind of models. We first study…