Konstantinos Fokianos (University of Cyprus)

will speak on

Poisson network autoregression

Time: 3:00PM
Date: Thu 12th October 2023
Location: E0.32 (beside Pi restaurant) [map]

Abstract: We consider network autoregressive models for count data with a non-random neighbourhood 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.

(This talk is part of the Statistics and Actuarial Science series.)

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