AOS

Estimation of Grouped Time-Varying Network Vector Autoregressive Models

Authors
Degui Li Bin Peng Songqiao Tang Wei Biao Wu
Research Topics
Time Series
View Full Paper
Paper Information
  • Journal:
    Annals of Statistics
  • Added to Tracker:
    Sep 25, 2025
Author Details
Degui Li
Author
Bin Peng
Author
Songqiao Tang
Author
Wei Biao Wu
Author
Research Topics & Keywords
Time Series
Research Area
Citation Information
APA Format
Degui Li , Bin Peng , Songqiao Tang & Wei Biao Wu . Estimation of Grouped Time-Varying Network Vector Autoregressive Models. Annals of Statistics .
BibTeX Format
@article{paper557,
  title = { Estimation of Grouped Time-Varying Network Vector Autoregressive Models },
  author = { Degui Li and Bin Peng and Songqiao Tang and Wei Biao Wu },
  journal = { Annals of Statistics },
  url = { https://www.e-publications.org/ims/submission/AOS/user/submissionFile/64406?confirm=42d2f6f4 }
}
Back to Papers