Structural Break Detection in Non-Stationary Network Vector Autoregression Models
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DOI: 10.1109/tnse.2024.3398002
Abstract: Imagine a network, like a socialnetwork or a system of connected devices, is being observed over time. Each node in this network has certain measurements attached to it that can change, like the temperature of… read more here.
Keywords: stationary network; network vector; non stationary; network ... See more keywords
Grouped Network Vector Autoregression
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DOI: 10.5705/ss.202017.0533
Abstract: In the study of time series analysis, it is of great interest to model a continuous response for all the individuals at equally spaced time points. With the rapid advance of social network sites, network… read more here.
Keywords: autoregression; network; vector autoregression; network vector ... See more keywords