Testing Linearity for Network Autoregressive Models

DOI10.48550/ARXIV.2202.03852arXiv2202.03852MaRDI QIDQ91246

Konstantinos Fokianos, Mirko Armillotta, Mirko Armillotta, Konstantinos Fokianos

Publication date: 8 February 2022

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2202.03852

zbMATH Keywords

contractionhypothesis testingincreasing dimensionmultivariate count time series

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) General nonlinear regression (62J02)

Related Items (1)

PNAR

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