2 papers
stat.AP2024
Simple yet effective: a comparative study of statistical models for yearly hurricane forecasting
Pietro Colombo, Raffaele Mattera, Philipp Otto
In this paper, we study the problem of forecasting the next year's number of Atlantic hurricanes, which is relevant in many fields of applications such as land-use planning, hazard…
stat.ME2024
A Dynamic Spatiotemporal and Network ARCH Model with Common Factors
Osman DoÄan, Raffaele Mattera, Philipp Otto +1
We introduce a dynamic spatiotemporal volatility model that extends traditional approaches by incorporating spatial, temporal, and spatiotemporal spillover effects, along with vola…