Otranto, E.; Mucciardi, M.; Bertuccelli, P. - Centro Ricerche Nord Sud (CRENoS) - 2014
correlation, involving the same variable observed in different locations; very often, in this framework, the consideration of the … spatial interactions are omitted. We propose to extend a time-varying conditional correlation model (following an ARMA … depending on the degree of time correlation in a certain period. We show the theoretical aspects, with the support of simulation …