Time-Varying Markov Models for Binary Temperature Series in Agrorisk Management

Journal of Agricultural, Biological, and Environmental Statistics

Volumn 17, Issue 2, 2012, Pages 283-305

  Hosseini, Reza ^a   Le, Nhu D ^b   Zidek, James V ^c  

^a UNIVERSITY OF SOUTHERN CALIFORNIA   (United States)

^b BRITISH COLUMBIA CANCER AGENCY   (Canada)

^c UNIVERSITY OF BRITISH COLUMBIA   (Canada)

Author keywords

Frost; High order categorical Markov chains; Partial likelihood maximization; Seasonal transition probability; Time varying Markov coefficients; Weather derivatives

Indexed keywords

FROST; LOGIT ANALYSIS; MARKOV CHAIN; NUMERICAL MODEL; PARAMETERIZATION; PROBABILITY; TEMPERATURE PROFILE; WEATHER;

EID: 84861482394     PISSN: 10857117     EISSN: 15372693     Source Type: Journal    
DOI: 10.1007/s13253-012-0090-1     Document Type: Article

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