PNAR (Q91247)
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Poisson Network Autoregressive Models
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | PNAR |
Poisson Network Autoregressive Models |
Statements
expanded from: GPL (≥ 2) (English)
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Mirko Armillotta
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27 March 2026
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Quasi likelihood-based methods for estimating linear and log-linear Poisson Network Autoregression models with p lags and covariates. Tools for testing the linearity versus several non-linear alternatives. Tools for simulation of multivariate count distributions, from linear and non-linear PNAR models, by using a specific copula construction. References include: Armillotta, M. and K. Fokianos (2023). "Nonlinear network autoregression". Annals of Statistics, 51(6): 2526–2552. <doi:10.1214/23-AOS2345>. Armillotta, M. and K. Fokianos (2024). "Count network autoregression". Journal of Time Series Analysis, 45(4): 584–612. <doi:10.1111/jtsa.12728>. Armillotta, M., Tsagris, M. and Fokianos, K. (2023). "Inference for Network Count Time Series with the R Package PNAR". The R Journal, 15/4: 255–269. <doi:10.32614/RJ-2023-094>.
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