Polynomial network autoregressive models with divergent orders

DOI10.1007/S11425-021-1978-7OpenAlexW4308494709MaRDI QIDQ6041664FDOQ6041664

Authors: Bo Lei, Wei Lan, Nengsheng Fang, Jing Zhou 

Publication date: 12 May 2023

Published in: Science China. Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11425-021-1978-7

zbMATH Keywords

quasi-maximum likelihood estimationextended Bayesian information criteriondiverging orderpolynomial network autoregressive model

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Directional data; spatial statistics (62H11) Statistical ranking and selection procedures (62F07)

Cites Work

• Power-law distributions in empirical data
• Extended Bayesian information criteria for model selection with large model spaces
• Estimation and Prediction for Stochastic Blockstructures
• Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
• Asymptotic Distributions of Quasi-Maximum Likelihood Estimators for Spatial Autoregressive Models
• Extended BIC for small-\(n\)-large-\(P\) sparse GLM
• Title not available (Why is that?)
• Title not available (Why is that?)
• Pseudo maximum likelihood estimation of spatial autoregressive models with increasing dimension
• Efficient GMM estimation of high order spatial autoregressive models with autoregressive disturbances
• Selection consistency of EBIC for GLIM with non-canonical links and diverging number of parameters
• Inference on higher-order spatial autoregressive models with increasingly many parameters
• Network Influence Analysis
• Logistic regression with network structure
• Multivariate spatial autoregressive model for large scale social networks
• Two-mode network autoregressive model for large-scale networks
• Least squares estimation of spatial autoregressive models for large-scale social networks

This page was built for publication: Polynomial network autoregressive models with divergent orders

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6041664)