Spatial effects in dynamic conditional correlations (Q5138022)
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scientific article; zbMATH DE number 7281515
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Spatial effects in dynamic conditional correlations |
scientific article; zbMATH DE number 7281515 |
Statements
Spatial effects in dynamic conditional correlations (English)
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3 December 2020
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space-time correlation
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time-varying correlation
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weight matrix
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Gaussian kernel
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