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Article: Network vector autoregression

TitleNetwork vector autoregression
Authors
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?
Persistent Identifierhttp://hdl.handle.net/10722/245305
ISSN
2019 Impact Factor: 2.65
2015 SCImago Journal Rankings: 6.653
ISI Accession Number ID

 

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.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.hkuros278392-
dc.identifier.volume45-
dc.identifier.spage1096-
dc.identifier.epage1123-
dc.identifier.isiWOS:000404395900006-
dc.publisher.placeUnited States-

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