A Dynamic Spatiotemporal and Network ARCH Model with Common Factors

O Doğan, R Mattera, P Otto, S Taşpınar - arxiv preprint arxiv:2410.16526, 2024 - arxiv.org
We introduce a dynamic spatiotemporal volatility model that extends traditional approaches
by incorporating spatial, temporal, and spatiotemporal spillover effects, along with volatility …

To what extent airborne particulate matters are influenced by ammonia and nitrogen oxides?

A Fassò - Advanced Statistical Methods in Process Monitoring …, 2024 - Springer
Intensive farming is known to significantly impact air quality, particularly fine particulate
matter (PM 2.5). Understanding in detail their relation is important for scientific reasons and …