Litcius/Paper detail

Community network auto-regression for high-dimensional time series

Elynn Chen, Jianqing Fan, Xuening Zhu

2022Journal of Econometrics35 citationsDOI

Topics & Concepts

EstimatorAutoregressive modelGeneralityCommunity structureSTAR modelMathematicsAsymptotic distributionSeries (stratigraphy)Network modelComputer scienceConsistency (knowledge bases)EconometricsTime seriesData miningStatisticsAutoregressive integrated moving averageArtificial intelligencePsychotherapistPaleontologyBiologyPsychologyComplex Network Analysis TechniquesMental Health Research TopicsFunctional Brain Connectivity Studies
Community network auto-regression for high-dimensional time series | Litcius