Comparison of climate time series – Part 5: Multivariate annual cycles

<p>This paper develops a method for determining whether two vector time series originate from a common stochastic process. The stochastic process considered incorporates both serial correlations and multivariate annual cycles. Specifically, the process is modeled as a vector autoregressive mod...

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Bibliographic Details
Main Authors: T. DelSole, M. K. Tippett
Format: Article
Language:English
Published: Copernicus Publications 2024-01-01
Series:Advances in Statistical Climatology, Meteorology and Oceanography
Online Access:https://ascmo.copernicus.org/articles/10/1/2024/ascmo-10-1-2024.pdf