Generalized space time autoregressive integrated autoregressive conditional heteroscedastic (GSTARI-ARCH) modeling with least squares and MLE parameter estimation

Space time or spatial time series data is time series data that is not only related to events at previous times, but also has a relationship to location. Generalized space time autoregressive integrated-autoregressive conditional heteroscedastic is a model used to analyze spatial time series data wh...

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Bibliographische Detailangaben

Hauptverfasser:	Aida, Liza Nur, Rahardjo, Swasono, Kusumasari, Vita
Format:	Tagungsbericht
Sprache:	eng
Schlagworte:	Autoregressive processes Data analysis Differentiation Error analysis Independent variables Least squares method Maximum likelihood estimates Maximum likelihood method Modelling Parameter estimation Spatial data Time series Variance
Online-Zugang:	Volltext
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