Count Network Autoregression
Methodology
2023-11-20 v4
Abstract
We consider network autoregressive models for count data with a non-random neighborhood structure. The main methodological contribution is the development of conditions that guarantee stability and valid statistical inference for such models. We consider both cases of fixed and increasing network dimension and we show that quasi-likelihood inference provides consistent and asymptotically normally distributed estimators. The work is complemented by simulation results and a data example.
Cite
@article{arxiv.2104.06296,
title = {Count Network Autoregression},
author = {Mirko Armillotta and Konstantinos Fokianos},
journal= {arXiv preprint arXiv:2104.06296},
year = {2023}
}
Comments
To appear in Journal of Time Series Analysis