Generalized network vector autoregression

DOI10.1360/SCM-2018-0839zbMath1499.62327OpenAlexW3195584549MaRDI QIDQ5064315

Xuening Zhu, Feifei Wang, Rui Pan

Publication date: 21 March 2022

Published in: SCIENTIA SINICA Mathematica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1360/scm-2018-0839

zbMATH Keywords

latent variablenetwork dataMCMC algorithmnetwork vector autoregression

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Social networks; opinion dynamics (91D30) Monte Carlo methods (65C05)

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