Simultaneous estimation and group identification for network vector autoregressive model with heterogeneous nodes

X Zhu, G Xu, J Fan - Journal of Econometrics, 2023 - Elsevier
Individuals or companies in a large social or financial network often display rather
heterogeneous behaviors for various reasons. In this work, we propose a network vector …

Optimal estimation of the number of network communities

J Jin, ZT Ke, S Luo, M Wang - Journal of the American Statistical …, 2023 - Taylor & Francis
In network analysis, how to estimate the number of communities K is a fundamental problem.
We consider a broad setting where we allow severe degree heterogeneity and a wide range …

Community network auto-regression for high-dimensional time series

EY Chen, J Fan, X Zhu - Journal of Econometrics, 2023 - Elsevier
Modeling responses on the nodes of a large-scale network is an important task that arises
commonly in practice. This paper proposes a community network vector autoregressive …

Bipartite network influence analysis of a two-mode network

Y Wu, W Lan, X Fan, K Fang - Journal of Econometrics, 2024 - Elsevier
A two-mode network contains two types of nodes, and edges exist only between any two
nodes that are associated with different entities. Owing to the network connections (ie …

Modeling information propagation in high-order networks based on explicit–implicit relationship

F Nian, Y Shi, J Cao - Journal of Computational Science, 2021 - Elsevier
A high-order network model with explicit relationship, implicit relationship and hyper nodes
is constructed based on the characteristics of social networks. Based on this model, the …

Grouped spatial autoregressive model

D Huang, W Hu, B Jing, B Zhang - Computational Statistics & Data Analysis, 2023 - Elsevier
With the development of the internet, network data with replications can be collected at
different time points. The spatial autoregressive panel (SARP) model is a useful tool for …

Two-way Homogeneity Pursuit for Quantile Network Vector Autoregression

W Liu, G Xu, J Fan, X Zhu - arXiv preprint arXiv:2404.18732, 2024 - arxiv.org
While the Vector Autoregression (VAR) model has received extensive attention for modelling
complex time series, quantile VAR analysis remains relatively underexplored for high …

A latent space model for multivariate count data time series analysis

H Kaur, R Rastelli - arXiv preprint arXiv:2408.13162, 2024 - arxiv.org
Motivated by a dataset of burglaries in Chicago, USA, we introduce a novel framework to
analyze time series of count data combining common multivariate time series models with …

Network influence analysis

T Zou, R Luo, W Lan, CL Tsai - Statistica Sinica, 2021 - JSTOR
Owing to the rapid development of social networking sites, the spatial autoregressive (SAR)
model plays an important role in social network studies. However, the underlying structure of …

Dynamic network quantile regression model

X Xu, W Wang, Y Shin, C Zheng - Journal of Business & Economic …, 2024 - Taylor & Francis
We propose a dynamic network quantile regression model to investigate the quantile
connectedness using a predetermined network information. We extend the existing network …