A Copula Discretization of Time Series-Type Model for Examining Climate Data

Dimuthu Fernando, Olivia Atutey and Norou Diawara ()
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Dimuthu Fernando: Department of Statistical Sciences, Wake Forest University, Winston-Salem, NC 27106, USA
Olivia Atutey: Department of Mathematics and Statistics, University of South Alabama, Mobile, AL 36688, USA
Norou Diawara: Department of Mathematics and Statistics, Old Dominion University, Norfolk, VA 23529, USA

Mathematics, 2024, vol. 12, issue 15, 1-13

Abstract: The study presents a comparative analysis of climate data under two scenarios: a Gaussian copula marginal regression model for count time series data and a copula-based bivariate count time series model. These models, built after comprehensive simulations, offer adaptable autocorrelation structures considering the daily average temperature and humidity data observed at a regional airport in Mobile, AL.

Keywords: count time series; copula; bivariate models (search for similar items in EconPapers)
JEL-codes: C (search for similar items in EconPapers)
Date: 2024
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