2021/04/13 by Mirko Armillotta, Konstantinos Fokianos, Armillotta, Mirko +1 · 2 citations
Mathematics · Computer Science · #Statistical Methods and Inference #Bayesian Methods and Mixture Models #Statistical Methods and Bayesian Inference
paper · pdf · doi:10.48550/arxiv.2104.06296
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 work is complemented by simulation results and a data example.