TITLE

An Application of Archimedean Copulas for Meteorological Data

AUTHOR(S)
Najjari, Vadoud; Unsal, Mehmet Guray
PUB. DATE
April 2012
SOURCE
Gazi University Journal of Science;2012, Vol. 25 Issue 2, p417
SOURCE TYPE
Academic Journal
DOC. TYPE
Article
ABSTRACT
In this study, we show an application of Archimedean copulas for meteorological data, which may be of interest in its own right. Hence we take monthly lowest and highest air temperature records from 1951 to 2005 in Tehran, and then investigate a suitable family of Archimedean copulas to fit this data. Also characterize the interval of suitable, and also the best copula parameter. Moreover basic properties of Archimedean copulas will be presented.
ACCESSION #
79758581

 

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