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A Markov‐switching spatio‐temporal ARCH model.

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Bibliographic Details
Title: A Markov‐switching spatio‐temporal ARCH model.
Authors: Khoo, Tzung Hsuen1 (AUTHOR), Pathmanathan, Dharini1 (AUTHOR) dharini@um.edu.my, Otto, Philipp2 (AUTHOR), Dabo‐Niang, Sophie3 (AUTHOR)
Source: Stat. Sep2024, Vol. 13 Issue 3, p1-12. 12p.
Database: Academic Search Ultimate
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Description
ISSN:20491573
DOI:10.1002/sta4.713