A functional coefficients network autoregressive model

DOI10.5705/SS.202022.0402MaRDI QIDQ6841360zbMATH OpenFDO

Authors Hang Yin, Abolfazl Safikhani, George Michailidis

Publication date 20 March 2026

Published in Statistica Sinica (Search for Journal in Brave)

Full work available at URL https://doi.org/10.5705/SS.202022.0402

zbMATH Keywords

functional-coefficient regression modelnetwork autoregressive modelpolynomial splineridge penalty

Mathematics Subject Classification ID

Statistics (62-XX)

Cites work

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• SMOOTH TRANSITION AUTOREGRESSIVE MODELS — A SURVEY OF RECENT DEVELOPMENTS
• Unified functional network and nonlinear time series analysis for complex systems science: the pyunicorn package

Cited in

(1)

• Estimation of grouped time-varying network vector autoregressive models

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