Otto P, Schmid W, Garthoff R (2018). “Generalised spatial and spatiotemporal autoregressive conditional heteroscedasticity.” Spatial Statistics, 26, 125–145. https://doi.org/10.1016/j.spasta.2018.07.005.
Otto P (2019). “spGARCH: An R-Package for Spatial and Spatiotemporal ARCH and GARCH models.” The R Journal 11(2). https://journal.r-project.org/articles/RJ-2019-053/.
Corresponding BibTeX entries:
@Article{,
title = {Generalised spatial and spatiotemporal autoregressive
conditional heteroscedasticity},
author = {Philipp Otto and Wolfgang Schmid and Robert Garthoff},
journal = {Spatial Statistics},
year = {2018},
volume = {26},
pages = {125--145},
url = {https://doi.org/10.1016/j.spasta.2018.07.005},
}
@Article{,
title = {spGARCH: An R-Package for Spatial and Spatiotemporal ARCH
and GARCH models},
author = {Philipp Otto},
journal = {The R Journal 11(2)},
year = {2019},
url = {https://journal.r-project.org/articles/RJ-2019-053/},
}
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