Estimation of grouped time-varying network vector autoregressive models
From MaRDI portal
Cites work
- A functional coefficients network autoregressive model
- A General Modeling Framework for Network Autoregressive Processes
- Change-point detection in low-rank VAR processes
- Classification of non-parametric regression functions in longitudinal data models
- Cluster Analysis
- Clustering High-Dimensional Time Series Based on Parallelism
- Community network auto-regression for high-dimensional time series
- Confidence Intervals for Diffusion Index Forecasts and Inference for Factor-Augmented Regressions
- Convergence of covariance and spectral density estimates for high-dimensional locally stationary processes
- Detecting groups in large vector autoregressions
- Estimating latent group structure in time-varying coefficient panel data models
- Estimating time-varying networks for high-dimensional time series
- Estimation and inference in functional-coefficient spatial autoregressive panel data models with fixed effects
- Estimation and Inference of FAVAR Models
- Estimation of panel group structure models with structural breaks in group memberships and coefficients
- Factor modeling for high-dimensional time series: inference for the number of factors
- Functional-Coefficient Quantile Regression for Panel Data with Latent Group Structure
- Functional-coefficient spatial autoregressive models with nonparametric spatial weights
- Grouped network vector autoregression
- Grouped patterns of heterogeneity in panel data
- High-dimensional VARs with common factors
- scientific article; zbMATH DE number 991833 (Why is no real title available?)
- Identifying latent structures in panel data
- Inference of Breakpoints in High-dimensional Time Series
- Introduction to nonparametric estimation
- Joint Structural Break Detection and Parameter Estimation in High-Dimensional Nonstationary VAR Models
- Long-range dependent curve time series
- Multiple-Change-Point Detection for High Dimensional Time Series via Sparsified Binary Segmentation
- Multiscale and multilevel technique for consistent segmentation of nonstationary time series
- Multiscale clustering of nonparametric regression curves
- Network vector autoregression
- New introduction to multiple time series analysis.
- Nonlinear system theory: Another look at dependence
- On the network topology of variance decompositions: measuring the connectedness of financial firms
- On time-varying factor models: estimation and testing
- Oracle inequalities for high dimensional vector autoregressions
- Panel data models with time-varying latent group structures
- Regularized estimation in sparse high-dimensional time series models
- Simultaneous estimation and group identification for network vector autoregressive model with heterogeneous nodes
- Sparse transition matrix estimation for high-dimensional and locally stationary vector autoregressive models
- Structural vector autoregressive analysis
- Structure identification in panel data analysis
- The Elements of Statistical Learning
This page was built for publication: Estimation of grouped time-varying network vector autoregressive models
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q7226995)
