45 citations · 260 across the 33 of their papers we have counts for
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stat.CO2018★ 14 cited
spGARCH: An R-Package for Spatial and Spatiotemporal ARCH models
Philipp Otto
In this paper, a general overview on spatial and spatiotemporal ARCH models is provided. In particular, we distinguish between three different spatial ARCH-type models. In addition…
stat.CO2018★ 18 cited
Estimation of the Spatial Weighting Matrix for Spatiotemporal Data under the Presence of Structural Breaks
Philipp Otto, Rick Steinert
In this paper, we propose a two-step lasso estimation approach to estimate the full spatial weights matrix of spatiotemporal autoregressive models. In addition, we allow for an unk…