Autoregressive model for large-scale three-mode networks

MaRDI QIDQ6996706zbMATH OpenFDO

Authors Yibing Wei, Fukang Zhu

Publication date 15 April 2025

Published in Acta Mathematica Scientia. Series A. (Chinese Edition) (Search for Journal in Brave)

Full work available at URL http://121.43.60.238/sxwlxbA/EN/abstract/abstract17341.shtml

zbMATH Keywords

conditional least squareslarge-sample propertiesquasi-maximum likelihoodthree-mode NAR model

Mathematics Subject Classification ID

Markov processes: estimation; hidden Markov models (62M05) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

Cites work

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• Semiparametric estimation and testing of smooth coefficient spatial autoregressive models
• Specification and estimation of spatial autoregressive models with autoregressive and heteroskedastic disturbances
• Time series analysis and its applications. With R examples
• Two-mode network autoregressive model for large-scale networks

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