VARMA-EGARCH Model for Air-Quality Analyses and Application in Southern Taiwan

This study adopted the Exponential Generalized Autoregressive Conditional Heteroscedasticity (EGARCH) model to analyze seven air pollutants (or the seven variables in this study) from ten air quality monitoring stations in the Kaohsiung–Pingtung Air Pollutant Control Area located in southern Taiwan....

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Bibliographic Details
Main Authors: Edward Ming-Yang Wu, Shu-Lung Kuo
Format: Article
Language:English
Published: MDPI AG 2020-10-01
Series:Atmosphere
Subjects:
Online Access:https://www.mdpi.com/2073-4433/11/10/1096