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

Noiz eta non

2021/09/24, 12:00

Deskribapena

Tokia: Gela: B0.13. Bulegoen eraikuntza. Ekonomia eta Enpresa Fakultatea (Sarriko)

Online jarraitzeko helbidea: https://ehu.webex.com/ehu/j.php?MTID=m2bf15febba6522fe479fd40841c50912

Hizlaria: 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.