Spatial stochastic volatility for lattice data
نویسندگان
چکیده
منابع مشابه
Spatial Stochastic Volatility for Lattice Data
Spatial heteroskedasticity may arise jointly with spatial autocorrelation in lattice data collected from agricultural trials and environmental studies. This leads to spatial clustering not only in the level but also in the variation of the data, the latter of which may be very important, for example, in constructing prediction intervals. This article introduces a spatial stochastic volatility (...
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ژورنال
عنوان ژورنال: Journal of Agricultural, Biological, and Environmental Statistics
سال: 2007
ISSN: 1085-7117,1537-2693
DOI: 10.1198/108571107x178068