基于波动率调制移动平均的空间异方差模型
Modelling spatial heteroskedasticity by volatility modulated moving averages
摘要：
空间异方差性是指方差和协方差在空间上随机变化。例如，在空气污染和植被数据中就观察到了这种特征。我们研究如何波动率调制移动平均线可以通过发展理论，模拟和统计推断方法来模拟这一点。为了说明，我们也适用于我们的程序，从国际气候与社会研究所的海表温度异常数据。
英文摘要：
Spatial heteroskedasticity refers to stochastically changing variances and covariances in space. Such features have been observed in, for example, air pollution and vegetation data. We study how volatility modulated moving averages can model this by developing theory, simulation and statistical inference methods. For illustration, we also apply our procedure to sea surface temperature anomaly data from the International Research Institute for Climate and Society.
机构、总结、中文摘要均由AI分析而来，可能存在错误，请以论文正文为准。
