Open AccessDevelopment of generalized space time autoregressive (GSTAR) model
Author(s) -
Nelson Nainggolan,
Jullia Titaley
Publication year - 2017
Publication title -
aip conference proceedings
Language(s) - English
Resource type - Conference proceedings
eISSN - 1551-7616
pISSN - 0094-243X
DOI - 10.1063/1.4979450
Subject(s) - heteroscedasticity , homoscedasticity , autoregressive model , autoregressive conditional heteroskedasticity , mathematics , variance (accounting) , constant (computer programming) , estimation theory , star model , variance function , statistics , maximum likelihood , econometrics , computer science , time series , autoregressive integrated moving average , regression analysis , volatility (finance) , accounting , business , programming language
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