Spatial independent component analysis for heteroskedastic random fields

DOI10.1016/J.SPL.2026.110858MaRDI QIDQ7315279zbMATH OpenFDO

Authors Rodrigo Morales Martínez, Klaus Nordhausen, Anne M. Ruiz

Publication date 18 August 2026

Published in Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/J.SPL.2026.110858

Mathematics Subject Classification ID

Probability theory and stochastic processes (60-XX) Statistics (62-XX)

Cites work

• A general framework for spatial GARCH models
• Applied Spatial Data Analysis with R
• Blind source separation for spatial compositional data
• Extracting conditionally heteroskedastic components using independent component analysis
• Fourth moments and independent component analysis
• Introduction to spatial econometrics.
• JADE for Tensor-Valued Observations
• Measures of multivariate skewness and kurtosis with applications
• New independent component analysis tools for time series
• Spatial autoregressive conditional heteroskedasticity models
• Spatial blind source separation

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