no code implementations • 24 Aug 2023 • Philipp Otto, Osman Doğan, Süleyman Taşpınar, Wolfgang Schmid, Anil K. Bera
In this paper, we aim to provide a comprehensive review of the recent literature on spatial and spatiotemporal volatility models.
no code implementations • 15 Sep 2022 • Anna Malinovskaya, Pavlo Mozharovskyi, Philipp Otto
The rapid advancement of models based on artificial intelligence demands innovative monitoring techniques which can operate in real time with low computational costs.
no code implementations • 10 Aug 2022 • Paolo Maranzano, Philipp Otto, Alessandro Fassò
We propose a novel model selection algorithm based on a penalized maximum likelihood estimator (PMLE) for functional hidden dynamic geostatistical models (f-HDGM).
no code implementations • 10 Nov 2020 • Anna Malinovskaya, Philipp Otto, Torben Peters
Complex systems which can be represented in the form of static and dynamic graphs arise in different fields, e. g. communication, engineering and industry.
no code implementations • 6 Jan 2020 • Miryam S. Merk, Philipp Otto
Spatial econometric research typically relies on the assumption that the spatial dependence structure is known in advance and is represented by a deterministic spatial weights matrix.