Spatial Autoregressive Conditional Heteroskedasticity Models (Q4578224)
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scientific article; zbMATH DE number 6914790
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Spatial Autoregressive Conditional Heteroskedasticity Models |
scientific article; zbMATH DE number 6914790 |
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Spatial Autoregressive Conditional Heteroskedasticity Models (English)
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8 August 2018
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ARCH model
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areal data
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Markov random field
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spatial volatility
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spatial weight matrix
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