Seasonal copula models for the analysis of glacier discharge at King George Island, Antarctica
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- Aas, Kjersti & Czado, Claudia & Frigessi, Arnoldo & Bakken, Henrik, 2009. "Pair-copula constructions of multiple dependence," Insurance: Mathematics and Economics, Elsevier, vol. 44(2), pages 182-198, April.
- Patton, Andrew J., 2012. "A review of copula models for economic time series," Journal of Multivariate Analysis, Elsevier, vol. 110(C), pages 4-18.
- A. Bers & Fernando Momo & Irene Schloss & Doris Abele, 2013. "Analysis of trends and sudden changes in long-term environmental data from King George Island (Antarctica): relationships between global climatic oscillations and local system response," Climatic Change, Springer, vol. 116(3), pages 789-803, February.
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- Cong, Rong-Gang & Brady, Mark, 2012. "The Interdependence between Rainfall and Temperature: Copula Analyses," MPRA Paper 112149, University Library of Munich, Germany.
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- Domínguez, M. Carmen, 2016. "Vine copula models for predicting water flow discharge at King George Island, Antarctica," DES - Working Papers. Statistics and Econometrics. WS 23812, Universidad Carlos III de Madrid. Departamento de EstadÃstica.
- Salaheddine El Adlouni, 2018. "Quantile regression C-vine copula model for spatial extremes," Natural Hazards: Journal of the International Society for the Prevention and Mitigation of Natural Hazards, Springer;International Society for the Prevention and Mitigation of Natural Hazards, vol. 94(1), pages 299-317, October.
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Keywords
MCMC;NEP fields
This paper has been announced in the following NEP Reports:- NEP-ECM-2015-06-20 (Econometrics)
- NEP-ENV-2015-06-20 (Environmental Economics)
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