spGARCH

cranv0.2.3

Spatial ARCH and GARCH Models (spGARCH). A collection of functions to deal with spatial and spatiotemporal autoregressive conditional heteroscedasticity (spatial ARCH and GARCH models) by Otto, Schmid, Garthoff (2018, Spatial Statistics) <doi:10.1016/j.spasta.2018.07.005>: simulation of spatial ARCH-type processes (spARCH, log/exponential-

License GPLstrong copyleft0 versions1 maintainers9 deps94 weekly dl
https://CRAN.R-project.org/package=spGARCH
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First published · 2025-04-09 11:52:42

Last updated · 2025-04-09T10:40:01+00:00