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A class of stochastic volatility models for environmental applications

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  • Wenying Huang
  • Ke Wang
  • F. Jay Breidt
  • Richard A. Davis

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Suggested Citation

  • Wenying Huang & Ke Wang & F. Jay Breidt & Richard A. Davis, 2011. "A class of stochastic volatility models for environmental applications," Journal of Time Series Analysis, Wiley Blackwell, vol. 32, pages 364-377, July.
    • Handle: RePEc:bla:jtsera:v:32:y:2011:i::p:364-377
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    Cited by:

    1. Philipp Otto & Osman Dou{g}an & Suleyman Tac{s}p{i}nar & Wolfgang Schmid & Anil K. Bera, 2023. "Spatial and Spatiotemporal Volatility Models: A Review," Papers 2308.13061, arXiv.org.
    2. Raffaele Mattera & Philipp Otto, 2023. "Network log-ARCH models for forecasting stock market volatility," Papers 2303.11064, arXiv.org.
    3. Leonte, Dan & Veraart, Almut E.D., 2024. "Simulation methods and error analysis for trawl processes and ambit fields," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 215(C), pages 518-542.
    4. Ning Zhang & Daniel W. Apley, 2016. "Brownian Integrated Covariance Functions for Gaussian Process Modeling: Sigmoidal Versus Localized Basis Functions," Journal of the American Statistical Association, Taylor & Francis Journals, vol. 111(515), pages 1182-1195, July.
    5. Heinrich, Claudio & Pakkanen, Mikko S. & Veraart, Almut E.D., 2019. "Hybrid simulation scheme for volatility modulated moving average fields," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 166(C), pages 224-244.

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