A Stationary Spatio‐Temporal GARCH Model (Q5111841)
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scientific article; zbMATH DE number 7205117
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A Stationary Spatio‐Temporal GARCH Model |
scientific article; zbMATH DE number 7205117 |
Statements
A Stationary Spatio‐Temporal GARCH Model (English)
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27 May 2020
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circulant
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circular
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CSTGARCH
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generalized autoregressive conditional heteroskedasticity (GARCH) model
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space-time
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STGARCH
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