An R package that unifies spatio-temporal STARMA and GARCH-type models through double generalized linear models, allowing simultaneous modeling of means and dispersion for count or continuous spatial time series.
Exponential Dispersion Models , volume =
2 Pith papers cite this work, alongside 1,392 external citations. Polarity classification is still indexing.
2
Pith papers citing it
1,392
external citations · external index
citation-role summary
background 1
citation-polarity summary
years
2026 2roles
background 1polarities
background 1representative citing papers
Orthogonal reparametrization via QR decomposition renders NSS linear parameters uncorrelated with diagonal conditional Fisher information, providing a scalar identifiability diagnostic and closed-form finite-horizon orthogonal basis.
citing papers explorer
-
glmSTARMA -- An R-Package for fitting autoregressive spatio-temporal models following generalized linear models
An R package that unifies spatio-temporal STARMA and GARCH-type models through double generalized linear models, allowing simultaneous modeling of means and dispersion for count or continuous spatial time series.
-
Orthogonal reparametrization of the Nelson-Siegel-Svensson interest rate curve model: conditioning, diagnostics, and identifiability
Orthogonal reparametrization via QR decomposition renders NSS linear parameters uncorrelated with diagonal conditional Fisher information, providing a scalar identifiability diagnostic and closed-form finite-horizon orthogonal basis.