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
9 October 2023
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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 (2022a). Poisson network autoregression. <arXiv:2104.06296>. Armillotta, M. and K. Fokianos (2022b). Testing linearity for network autoregressive models. <arXiv:2202.03852>. Armillotta, M., Tsagris, M. and Fokianos, K. (2022c). The R-package PNAR for modelling count network time series. <arXiv:2211.02582>.
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expanded from: GPL (≥ 2) (English)
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Mirko Armillotta
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Konstantinos Fokianos
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