2 citations · 3 across the 3 of their papers we have counts for
3 papers
Evaluation of time series models under non-stationarity with application to the comparison of regional climate models
T. M. Erhardt, C. Czado, T. L. Thorarinsdottir
Different disciplines pursue the aim to develop models which characterize certain phenomena as accurately as possible. Climatology is a prime example, where the temporal evolution…
Spatial composite likelihood inference using local C-vines
Tobias Michael Erhardt, Claudia Czado, Ulf Schepsmeier
We present a vine copula based composite likelihood approach to model spatial dependencies, which allows to perform prediction at arbitrary locations. This approach combines establ…
R-vine Models for Spatial Time Series with an Application to Daily Mean Temperature
Tobias Michael Erhardt, Claudia Czado, Ulf Schepsmeier
We introduce an extension of R-vine copula models for the purpose of spatial dependency modeling and model based prediction at unobserved locations. The newly derived spatial R-vin…