Grouped Network Vector Autoregression

DOI10.5705/ss.202017.0533zbMath1453.62654OpenAlexW3040199983MaRDI QIDQ5134484

Rui Pan, Xuening Zhu

Publication date: 16 November 2020

Published in: Statistica Sinica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.5705/ss.202017.0533

zbMATH Keywords

EM algorithmnetwork datavector autoregressionordinary least square estimator

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to environmental and related topics (62P12)

Related Items (9)

SONIC: social network analysis with influencers and communities ⋮ Huber estimation for the network autoregressive model ⋮ Identifying latent group structures in spatial dynamic panels ⋮ Some recent trends in embeddings of time series and dynamic networks ⋮ Statistical embedding: beyond principal components ⋮ Graphical Assistant Grouped Network Autoregression Model: A Bayesian Nonparametric Recourse ⋮ Testing Linearity for Network Autoregressive Models ⋮ Variational Bayesian inference for network autoregression models ⋮ Grouped spatial autoregressive model

Uses Software

• plfit

Cites Work

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