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Enzo D'Innocenzo

Assistant Professor – ECON-01/A Economics

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Tag: Multivariate Student-t distribution

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Cat Links Papers, Published Papers

New Paper on Score-Driven Modeling of Spatio-Temporal Data published on JASA

Posted on October 4, 2021October 6, 2022 enzodinnocenzo

We develop a simultaneous autoregressive score-driven model with autoregressive disturbances for heavy tailed spatio-temporal data. … Continue readingNew Paper on Score-Driven Modeling of Spatio-Temporal Data published on JASA

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