Spatial effects in dynamic conditional correlations

DOI10.1080/02664763.2015.1071343OpenAlexW2248535872MaRDI QIDQ5138022

Edoardo Otranto, Massimo Mucciardi, Pietro Bertuccelli

Publication date: 3 December 2020

Published in: Journal of Applied Statistics (Search for Journal in Brave)

Full work available at URL: https://crenos.unica.it/crenos/sites/default/files/WP14-06.pdf

zbMATH Keywords

Gaussian kernelspace-time correlationweight matrixtime-varying correlation

Mathematics Subject Classification ID

Directional data; spatial statistics (62H11) Inference from spatial processes (62M30) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

Related Items

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Uses Software

• KernSmooth

Cites Work

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• Statistics for Spatial Data