Feature Screening for Network Autoregression Model

DOI10.5705/ss.202018.0400zbMath1479.62072OpenAlexW3037227450MaRDI QIDQ5155186

Xuening Zhu, Hansheng Wang, Danyang Huang, Run-Ze Li

Publication date: 6 October 2021

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

Full work available at URL: https://www.ncbi.nlm.nih.gov/pmc/articles/PMC8290873

zbMATH Keywords

network structurefeature screeningnetwork autoregressionstrong screening consistency

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Neural nets and related approaches to inference from stochastic processes (62M45)

Related Items

Optimal Estimation of the Number of Network Communities, Variational Bayesian inference for network autoregression models

Uses Software

• Arc_Mat
• spBayes
• ScreenClean

Cites Work

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