An Application of Archimedean Copulas for Meteorological Data

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Gazi University Journal of Science
Volume:25 Issue:2
An Application of Archimedean Copulas for Meteorological Data

An Application of Archimedean Copulas for Meteorological Data

Authors : Vadoud NAJJARI, Mehmet UNSAL

Pages : 417-424

View : 57 | Download : 10

Publication Date : 2012-04-17

Article Type : Research Paper

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 we investigate a suitable family of Archimedean copulas to fit this data. Then we characterize the interval of suitable, and also the best copula parameter. Moreover, basic properties of Archimedean copulas will be presented.
Keywords : Archimedean Copulas, Goodness of fit test, Meteorological data

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