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Article: Network vector autoregression

TitleNetwork vector autoregression
Authors
Zhu, XPan, RLi, GLiu, YWang, H
KeywordsMultivariate time series
Ordinary least squares
Social network
Vector autoregression
Issue Date2017
PublisherInstitute of Mathematical Statistics. The Journal's web site is located at http://www.imstat.org/aos/
Citation
The Annals of Statistics, 2017, v. 45, p. 1096-1123 How to Cite?
DOI: http://dx.doi.org/10.1214/16-AOS1476
Persistent Identifierhttp://hdl.handle.net/10722/245305
ISSN
0090-5364
2021 Impact Factor: 4.904
2020 SCImago Journal Rankings: 5.877
ISI Accession Number ID
WOS:000404395900006

 

DC FieldValueLanguage
dc.contributor.authorZhu, X-
dc.contributor.authorPan, R-
dc.contributor.authorLi, G-
dc.contributor.authorLiu, Y-
dc.contributor.authorWang, H-
dc.date.accessioned2017-09-18T02:08:16Z-
dc.date.available2017-09-18T02:08:16Z-
dc.date.issued2017-
dc.identifier.citationThe Annals of Statistics, 2017, v. 45, p. 1096-1123-
dc.identifier.issn0090-5364-
dc.identifier.urihttp://hdl.handle.net/10722/245305-
dc.languageeng-
dc.publisherInstitute of Mathematical Statistics. The Journal's web site is located at http://www.imstat.org/aos/-
dc.relation.ispartofThe Annals of Statistics-
dc.subjectMultivariate time series-
dc.subjectOrdinary least squares-
dc.subjectSocial network-
dc.subjectVector autoregression-
dc.titleNetwork vector autoregression-
dc.typeArticle-
dc.identifier.emailLi, G: gdli@hku.hk-
dc.identifier.authorityLi, G=rp00738-
dc.description.naturepublished_or_final_version-
dc.identifier.doi10.1214/16-AOS1476-
dc.identifier.scopuseid_2-s2.0-85020646438-
dc.identifier.hkuros278392-
dc.identifier.volume45-
dc.identifier.spage1096-
dc.identifier.epage1123-
dc.identifier.isiWOS:000404395900006-
dc.publisher.placeUnited States-
dc.identifier.issnl0090-5364-

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