Score-Driven Modeling of Spatio-Temporal Data

Author:

Gasperoni Francesca1ORCID,Luati Alessandra2ORCID,Paci Lucia3ORCID,D’Innocenzo Enzo2

Affiliation:

1. MRC Biostatistics Unit, University of Cambridge, Cambridge, UK

2. Department of Statistical Sciences, University of Bologna, Bologna, Italy

3. Department of Statistical Sciences, Università Cattolica del Sacro Cuore, Milano, Italy

Funder

Medical Research Council (MRC) International Centre for Genomic Medicine in Neuromuscular Disease

UK Medical Research Council programme

Publisher

Informa UK Limited

Subject

Statistics, Probability and Uncertainty,Statistics and Probability

Cited by 7 articles. 订阅此论文施引文献 订阅此论文施引文献,注册后可以免费订阅5篇论文的施引文献,订阅后可以查看论文全部施引文献

1. Spatial and spatiotemporal volatility models: A review;Journal of Economic Surveys;2024-06-05

2. Reverse engineering the last-minute on-line pricing practices: an application to hotels;Statistical Methods & Applications;2024-04-04

3. Cholesky GAS models for large time-varying covariance matrices;Journal of Management Science and Engineering;2024-03

4. Fast estimation of a large TVP-VAR model with score-driven volatilities;Journal of Economic Dynamics and Control;2023-12

5. On the optimality of score-driven models;Biometrika;2023-11-09

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