Consistent two-stage estimation in heterogeneous network autoregressive model
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Publication:6580280
DOI10.1016/J.SPL.2024.110147MaRDI QIDQ6580280FDOQ6580280
Authors: Jiayang Zhao, Jie Liu, Yuting Su 
Publication date: 29 July 2024
Published in: Statistics \& Probability Letters (Search for Journal in Brave)
Asymptotic properties of parametric estimators (62F12) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Inference from spatial processes (62M30)
Cites Work
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