Seminario: Poisson Network Autoregression. Konstantinos Fokianos. Department of Mathematics and Statistics, University of Cyprus (Seminario)

Cuándo y dónde

24/09/2021, 12:00

Descripción

Lugar: Aula: B0.13. Edificio de Despachos. Facultad de Economía y Empresa (Sarriko)

Dirección para seguirlo online: https://ehu.webex.com/ehu/j.php?MTID=m2bf15febba6522fe479fd40841c50912

Ponente: Konstantinos Fokianos. Department of Mathematics and Statistics, University of Cyprus

Poisson Network Autoregression

We consider network autoregressive models for count data with a non-random time-varying neighbourhood structure. The main methodological contribution is the development of conditions that guarantee stability and valid statistical inference. 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.