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# CITATION file created with {cffr} R package
# See also: https://docs.ropensci.org/cffr/
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cff-version: 1.2.0
message: 'To cite package "spGARCH" in publications use:'
type: software
license: GPL-1.0-only
title: 'spGARCH: Spatial ARCH and GARCH Models (spGARCH)'
version: 0.2.2
identifiers:
- type: doi
  value: 10.32614/CRAN.package.spGARCH
abstract: 'A collection of functions to deal with spatial and spatiotemporal autoregressive
  conditional heteroscedasticity (spatial ARCH and GARCH models) by Otto, Schmid,
  Garthoff (2018, Spatial Statistics) <arXiv:1609.00711>: simulation of spatial ARCH-type
  processes (spARCH, exponential spARCH, complex spARCH); quasi-maximum-likelihood
  estimation of the parameters of spARCH models and spatial autoregressive models
  with spARCH disturbances, diagnostic checks, visualizations.'
authors:
- family-names: Otto
  given-names: Philipp
  email: ph.otto789@gmail.com
  orcid: https://orcid.org/0000-0002-9796-6682
preferred-citation:
  type: article
  title: Generalised spatial and spatiotemporal autoregressive conditional heteroscedasticity
  authors:
  - family-names: Otto
    given-names: Philipp
    email: ph.otto789@gmail.com
    orcid: https://orcid.org/0000-0002-9796-6682
  - family-names: Schmid
    given-names: Wolfgang
  - family-names: Garthoff
    given-names: Robert
  journal: Spatial Statistics
  year: '2018'
  volume: '26'
  url: https://doi.org/10.1016/j.spasta.2018.07.005
  start: '125'
  end: '145'
repository: https://CRAN.R-project.org/package=spGARCH
date-released: '2020-09-02'
contact:
- family-names: Otto
  given-names: Philipp
  email: ph.otto789@gmail.com
  orcid: https://orcid.org/0000-0002-9796-6682
references:
- type: article
  title: 'spGARCH: An R-Package for Spatial and Spatiotemporal ARCH and GARCH models'
  authors:
  - family-names: Otto
    given-names: Philipp
  journal: 'To appear: The R Journal'
  year: '2019'