Stochastic properties of spatial and spatiotemporal ARCH models
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Publication:2066512
DOI10.1007/s00362-019-01106-xzbMath1477.62268OpenAlexW2934195363WikidataQ128079131 ScholiaQ128079131MaRDI QIDQ2066512
Robert Garthoff, Wolfgang Schmid, Philipp E. Otto
Publication date: 14 January 2022
Published in: Statistical Papers (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s00362-019-01106-x
Inference from spatial processes (62M30) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)
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Uses Software
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