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A Stationary Spatio‐Temporal GARCH Model - MaRDI portal

A Stationary Spatio‐Temporal GARCH Model (Q5111841)

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scientific article; zbMATH DE number 7205117
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English
A Stationary Spatio‐Temporal GARCH Model
scientific article; zbMATH DE number 7205117

    Statements

    title
    A Stationary Spatio‐Temporal GARCH Model (English)
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    author
    Sondre Hølleland
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    Hans Arnfinn Karlsen
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    publication date
    27 May 2020
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    zbMATH Keywords
    circulant
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    circular
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    CSTGARCH
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    generalized autoregressive conditional heteroskedasticity (GARCH) model
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    space-time
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    STGARCH
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    cites work
    Q3058567
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    Q3838155
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    Q4865046
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    Q3911791
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    Identifiers

    DOI
    10.1111/jtsa.12498
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    Mathematics Subject Classification ID
    62M10
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    62M30
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    62H11
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    62F12
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    60G10
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    zbMATH DE Number
    7205117
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    OpenAlex ID
    W2969264111
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    Wikidata QID
    Q127336982
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