Network vector autoregression
From MaRDI portal
Publication:2012929
DOI10.1214/16-AOS1476zbMath1381.62256MaRDI QIDQ2012929
Guodong Li, Hansheng Wang, Yuewen Liu, Xuening Zhu, Rui Pan
Publication date: 3 August 2017
Published in: The Annals of Statistics (Search for Journal in Brave)
Full work available at URL: https://projecteuclid.org/euclid.aos/1497319689
asymptotic normalitysocial networksstationarityordinary least squares estimationnetwork structuresmultivariate times seriesnetwork vector autoregressive model
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Linear regression; mixed models (62J05)
Related Items (45)
High-Dimensional Vector Autoregressive Time Series Modeling via Tensor Decomposition ⋮ Lasso-driven inference in time and space ⋮ Network Influence Analysis ⋮ Bootstrap inference for network vector autoregression in large-scale social network ⋮ Likelihood theory for the graph Ornstein-Uhlenbeck process ⋮ Multivariate spatial autoregressive model for large scale social networks ⋮ Mixture network autoregressive model with application on students' successes ⋮ SONIC: social network analysis with influencers and communities ⋮ A Unified Framework for Change Point Detection in High-Dimensional Linear Models ⋮ QUANTILE DOUBLE AUTOREGRESSION ⋮ Huber estimation for the network autoregressive model ⋮ Community network auto-regression for high-dimensional time series ⋮ Network Functional Varying Coefficient Model ⋮ Rate-optimal robust estimation of high-dimensional vector autoregressive models ⋮ Some recent trends in embeddings of time series and dynamic networks ⋮ Bipartite network influence analysis of a two-mode network ⋮ High-dimensional low-rank tensor autoregressive time series modeling ⋮ The asymptotic distribution of robust maximum likelihood estimator with Huber function for the mixed spatial autoregressive model with outliers ⋮ Subnetwork estimation for spatial autoregressive models in large-scale networks ⋮ Statistical embedding: beyond principal components ⋮ Covariance Model with General Linear Structure and Divergent Parameters ⋮ Graphical Assistant Grouped Network Autoregression Model: A Bayesian Nonparametric Recourse ⋮ Distributed estimation and inference for spatial autoregression model with large scale networks ⋮ Testing and Estimation of Social Network Dependence With Time to Event Data ⋮ Grouped Network Vector Autoregression ⋮ Network vector autoregression with individual effects ⋮ Tail event driven networks of SIFIs ⋮ Portal nodes screening for large scale social networks ⋮ Detecting groups in large vector autoregressions ⋮ Feature Screening for Network Autoregression Model ⋮ Heterogeneous connection effects ⋮ Semiparametric model for covariance regression analysis ⋮ Testing Linearity for Network Autoregressive Models ⋮ Data science, big data and statistics ⋮ Time series modeling on dynamic networks ⋮ Dynamic influence prediction of social network based on partial autoregression single index model ⋮ Two-mode network autoregressive model for large-scale networks ⋮ Statistical analysis of multivariate discrete-valued time series ⋮ Variational Bayesian inference for network autoregression models ⋮ Network quantile autoregression ⋮ High-frequency estimation of the Lévy-driven graph Ornstein-Uhlenbeck process ⋮ Estimation and model selection in general spatial dynamic panel data models ⋮ Pairwise influences in dynamic choice: network-based model and application ⋮ Grouped spatial autoregressive model ⋮ Sparse spatio-temporal autoregressions by profiling and bagging
This page was built for publication: Network vector autoregression
