The Generalized STAR Modeling with Heteroscedastic Effects
In general, the Generalized Space Time Autoregressive (GSTAR) model of space-time assumes constant error variance. In this study, a GSTAR model was built with an error variance that was not constant or had a heteroscedasticity effect, namely the combination of GSTAR–Autoregressive Conditional Hetero...
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
Mathematics Department UIN Maulana Malik Ibrahim Malang
2022-03-01
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| Series: | Cauchy: Jurnal Matematika Murni dan Aplikasi |
| Subjects: | |
| Online Access: | https://ejournal.uin-malang.ac.id/index.php/Math/article/view/13097 |