Spatial stochastic volatility for lattice data

DOI10.1198/108571107X178068zbMath1306.62367OpenAlexW2032619739MaRDI QIDQ2259630

Jun Yan

Publication date: 5 March 2015

Published in: Journal of Agricultural, Biological, and Environmental Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1198/108571107x178068

zbMATH Keywords

stochastic volatilityMarkov chain Monte Carloconditional autoregressive modelspatial heteroscedasticitywheat yield data

Mathematics Subject Classification ID

Applications of statistics to environmental and related topics (62P12)

Related Items (4)

Modeling Longitudinal Spatial Periodontal Data: A Spatially Adaptive Model with Tools for Specifying Priors and Checking Fit ⋮ Hybrid simulation scheme for volatility modulated moving average fields ⋮ A general Bayesian model for heteroskedastic data with fully conjugate full-conditional distributions ⋮ A class of stochastic volatility models for environmental applications

Uses Software

• R
• BUGS
• spBayes

Cites Work

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• Bayesian image restoration, with two applications in spatial statistics (with discussion)
• On the Precision of the Conditionally Autoregressive Prior in Spatial Models
• Stochastic Volatility: Likelihood Inference and Comparison with ARCH Models
• Spatial Modeling With Spatially Varying Coefficient Processes
• Bayesian Measures of Model Complexity and Fit
• Frailty modeling for spatially correlated survival data, with application to infant mortality in Minnesota
• ON STATIONARY PROCESSES IN THE PLANE

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