@article{sayer2026datadriven,
  title = {Data-driven, non-Markovian modelling of weather in the presence of non-stationary, non-Gaussian, and heteroskedastic climate dynamics},
  author = {Thomas Sayer and Andrés Montoya-Castillo},
  year = {2026},
  eprint = {2603.00259},
  archivePrefix = {arXiv},
  url = {https://arxiv.org/abs/2603.00259},
}