GNAR (Q43061)
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Methods for Fitting Network Time Series Models
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | GNAR |
Methods for Fitting Network Time Series Models |
Statements
18 December 2023
0 references
Simulation of, and fitting models for, Generalised Network Autoregressive (GNAR) time series models which take account of network structure, potentially with exogenous variables. Such models are described in Knight et al. (2020) <doi:10.18637/jss.v096.i05> and Nason and Wei (2021) <doi:10.1111/rssa.12875>. Diagnostic tools for GNAR(X) models can be found in Nason et al (2023) <arXiv:2312.00530>.
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Identifiers
2 January 2024
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