A Stationary Spatio‐Temporal GARCH Model
Author:
Affiliation:
1. Department of Mathematics University of Bergen Bergen Norway
Publisher
Wiley
Subject
Applied Mathematics,Statistics, Probability and Uncertainty,Statistics and Probability
Link
https://onlinelibrary.wiley.com/doi/pdf/10.1111/jtsa.12498
Reference34 articles.
1. Analysis of stationary spatial-temporal processes: Estimation and prediction
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