Generalized network vector autoregression

DOI10.1360/SCM-2018-0839zbMath1499.62327MaRDI QIDQ5064315

Feifei Wang, Rui Pan, Xuening Zhu

Publication date: 21 March 2022

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

zbMATH Keywords

latent variable; network data; MCMC algorithm; network vector autoregression

Mathematics Subject Classification ID

62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)

91D30: Social networks; opinion dynamics

65C05: Monte Carlo methods