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Count network autoregression.

Authors :
Armillotta, Mirko
Fokianos, Konstantinos
Source :
Journal of Time Series Analysis. Jul2024, Vol. 45 Issue 4, p584-612. 29p.
Publication Year :
2024

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 article is complemented by simulation results and a data example. [ABSTRACT FROM AUTHOR]

Details

Language :
English
ISSN :
01439782
Volume :
45
Issue :
4
Database :
Academic Search Index
Journal :
Journal of Time Series Analysis
Publication Type :
Academic Journal
Accession number :
177650659
Full Text :
https://doi.org/10.1111/jtsa.12728