Robust estimation for dynamic spatial autoregression models with nearly optimal rates
From MaRDI portal
Cites work
- A direct estimation of high dimensional stationary vector autoregressions
- A discussion on the robust vector autoregressive models: novel evidence from safe haven assets
- A shrinkage principle for heavy-tailed data: high-dimensional robust low-rank matrix recovery
- Additive nonparametric models with time variable and both stationary and nonstationary regressors
- Asymptotic Distributions of Quasi-Maximum Likelihood Estimators for Spatial Autoregressive Models
- Banded spatio-temporal autoregressions
- Co-clustering directed graphs to discover asymmetries and directional communities
- Dynamic Network Quantile Regression Model
- Estimation of spatial autoregressive panel data models with fixed effects
- Generalized Yule-Walker estimation for spatio-temporal models with unknown diagonal coefficients
- GMM and 2SLS estimation of mixed regressive, spatial autoregressive models
- GMM estimation of spatial autoregressive models with unknown heteroskedasticity
- Heavy-tailed distributions and robustness in economics and finance
- Hybrid Quantile Regression Estimation for Time Series Models with Conditional Heteroscedasticity
- Identifying latent group structures in spatial dynamic panels
- Inward and Outward Network Influence Analysis
- Lasso-driven inference in time and space
- Learning Influence Structure in Sparse Social Networks
- Multivariate spatial autoregressive model for large scale social networks
- Network Influence Analysis
- Portal nodes screening for large scale social networks
- Quasi-maximum likelihood estimators for spatial dynamic panel data with fixed effects when both n and T are large
- Rate-optimal robust estimation of high-dimensional vector autoregressive models
- Restricted eigenvalue properties for correlated Gaussian designs
- Robust estimation of high-dimensional covariance and precision matrices
- Robust inference of risks of large portfolios
- Robust nonlinear regression estimation in null recurrent time series
- Simultaneous analysis of Lasso and Dantzig selector
- Simultaneous estimation and group identification for network vector autoregressive model with heterogeneous nodes
- SONIC: social network analysis with influencers and communities
- Sparse spatio-temporal autoregressions by profiling and bagging
- Specification and estimation of spatial autoregressive models with autoregressive and heteroskedastic disturbances
- The Dantzig selector: statistical estimation when \(p\) is much larger than \(n\). (With discussions and rejoinder).
- Two-mode network autoregressive model for large-scale networks
This page was built for publication: Robust estimation for dynamic spatial autoregression models with nearly optimal rates
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6930851)
