← Back to Event List

Stat Colloquium: Dr. Konstantinos Fokianos

University of Cyprus



Date & Time

November 4, 2022, 11:00 am12:00 pm


Title:  Poisson Network Autoregression

Abstract: We consider network autoregressive models for count data with a non-random neighborhood 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 is joint work with M. Armillotta.