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09/13/2023
Spatiotemporal modelling of PM_2.5 concentrations in Lombardy (Italy) – A comparative study
This study presents a comparative analysis of three predictive models wi...
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09/13/2023
Spatial autoregressive fractionally integrated moving average model
In this paper, we introduce the concept of fractional integration for sp...
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03/20/2023
Network log-ARCH models for forecasting stock market volatility
This paper presents a novel dynamic network autoregressive conditional h...
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11/06/2022
A Dynamic Spatiotemporal Stochastic Volatility Model with an Application to Environmental Risks
This article introduces a dynamic spatiotemporal stochastic volatility (...
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10/19/2022
Agrimonia: a dataset on livestock, meteorology and air quality in the Lombardy region, Italy
The air in the Lombardy region, Italy, is one of the most polluted in Eu...
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09/15/2022
Statistical monitoring of models based on artificial intelligence
The rapid advancement of models based on artificial intelligence demands...
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08/10/2022
Adaptive LASSO estimation for functional hidden dynamic geostatistical model
We propose a novel model selection algorithm based on a penalized maximu...
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04/26/2022
A Multivariate Spatial and Spatiotemporal ARCH Model
This paper introduces a multivariate spatiotemporal autoregressive condi...
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02/28/2022
Dynamic Spatiotemporal ARCH Models
Geo-referenced data are characterized by an inherent spatial dependence ...
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06/19/2021
Generalized Spatial and Spatiotemporal ARCH Models
In time-series analyses, particularly for finance, generalized autoregre...
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12/19/2020
A Spatiotemporal Functional Model for Bike-Sharing Systems – An Example based on the City of Helsinki
Understanding the usage patterns for bike-sharing systems is essential i...
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11/10/2020
Statistical learning for change point and anomaly detection in graphs
Complex systems which can be represented in the form of static and dynam...
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10/19/2020
Online network monitoring
The application of network analysis has found great success in a wide va...
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01/06/2020
Estimation of the spatial weighting matrix for regular lattice data – An adaptive lasso approach with cross-sectional resampling
Spatial econometric research typically relies on the assumption that the...
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08/22/2019
Spatial and Spatiotemporal GARCH Models – A Unified Approach
In time-series analyses and particularly in finance, generalised autoreg...
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12/05/2018
spGARCH: An R-Package for Spatial and Spatiotemporal ARCH models
In this paper, a general overview on spatial and spatiotemporal ARCH mod...
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10/16/2018