Feature Screening for Network Autoregression Model

DOI10.5705/ss.202018.0400zbMath1479.62072MaRDI QIDQ5155186

Hansheng Wang, Run-Ze Li, Danyang Huang, Xuening Zhu

Publication date: 6 October 2021

Published in: Statistica Sinica (Search for Journal in Brave)

Full work available at URL: https://www.ncbi.nlm.nih.gov/pmc/articles/PMC8290873

zbMATH Keywords

network structure; feature screening; network autoregression; strong screening consistency

Mathematics Subject Classification ID

62P20: Applications of statistics to economics

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

62M45: Neural nets and related approaches to inference from stochastic processes

Uses Software

• Arc_Mat
• spBayes
• ScreenClean