• Corpus ID: 239024781

A General Modeling Framework for Network Autoregressive Processes

@inproceedings{Yin2021AGM,
  title={A General Modeling Framework for Network Autoregressive Processes},
  author={Hang Yin and Abolfazl Safikhani and George Michailidis},
  year={2021}
}
The paper develops a general flexible framework for Network Autoregressive Processes (NAR), wherein the response of each node linearly depends on its past values, a prespecified linear combination of neighboring nodes and a set of node-specific covariates. The corresponding coefficients are node-specific, while the framework can accommodate heavier than Gaussian errors with both spatialautorgressive and factor based covariance structures. We provide a sufficient condition that ensures the… 

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