Estimation of the Spatial Weighting Matrix for Spatiotemporal Data under the Presence of Structural Breaks

DOI10.1080/10618600.2022.2107530arXiv1810.06940OpenAlexW2896453039WikidataQ114638947 ScholiaQ114638947MaRDI QIDQ6094098

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Publication date: 9 October 2023

Published in: Journal of Computational and Graphical Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1810.06940

zbMATH Keywords

structural breaksstatistical learningLasso estimationspatial weight matrixreal-estate marketspatiotemporal autoregressive models

Mathematics Subject Classification ID

Statistics (62-XX)

Related Items (1)

A general framework for spatial GARCH models

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