Generalized network vector autoregression

DOI10.1360/SCM-2018-0839MaRDI QIDQ5064315zbMATH OpenOpenAlexFDO

Authors Feifei Wang, Xuening Zhu, Rui Pan

Publication date 21 March 2022

Published in SCIENTIA SINICA Mathematica (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1360/scm-2018-0839

zbMATH Keywords

latent variableMCMC algorithmnetwork datanetwork vector autoregression

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Monte Carlo methods (65C05) Social networks; opinion dynamics (91D30)

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(6)

• Network vector autoregression
• Bootstrap inference for network vector autoregression in large-scale social network
• Mixture network autoregressive model with application on students' successes
• Network vector autoregression with individual effects
• Operator-valued kernel-based vector autoregressive models for network inference
• Grouped network vector autoregression

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