Generalized Additive Modelling of Mixed Distribution Markov Models with Application to Melbourne's Rainfall
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References listed on IDEAS
- Hyndman, R.J. & Yao, Q., 1998.
"Nonparametric Estimation and Symmetry Tests for Conditional Density Functions,"
Monash Econometrics and Business Statistics Working Papers
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- Sean D. Campbell & Francis X. Diebold, 2005.
"Weather Forecasting for Weather Derivatives,"
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American Statistical Association, vol. 100, pages 6-16, March.
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More about this item
KeywordsTime Series ; Econometric Models ; Mixed Distribution Markov Models;
- C32 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes; State Space Models
- C50 - Mathematical and Quantitative Methods - - Econometric Modeling - - - General
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2002-04-25 (All new papers)
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