DUAN Xiaogang, ZHANG Lingbo, ZHAO Jing, TONG Xingwei, FANG Weihua. Copula-driven construction for the joint distribution of spatial-temporal variables[J]. Journal of Beijing Normal University(Natural Science). DOI: 10.12202/j.0476-0301.2024269
Citation: DUAN Xiaogang, ZHANG Lingbo, ZHAO Jing, TONG Xingwei, FANG Weihua. Copula-driven construction for the joint distribution of spatial-temporal variables[J]. Journal of Beijing Normal University(Natural Science). DOI: 10.12202/j.0476-0301.2024269

Copula-driven construction for the joint distribution of spatial-temporal variables

  • In this work an equivalent stochastic representation is provided for generic mixture distributions using standard uniform distribution. Based on this result, driving spatially with Copula and assuming temporally Markovian, a general modelling framework is established for spatial-temporal joint distribution. This work is inspired by an attempt to understand the rationale of Wilks’s stochastic precipitation generator, and will be useful for more general context concerning spatial-temporal joint modelling.
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