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stat.ME2024
A Bayesian mixture model for Poisson network autoregression
Elly Hung, Anastasia Mantziou, Gesine Reinert
In this paper, we propose a new Bayesian Poisson network autoregression mixture model (PNARM). Our model combines ideas from the models of Dahl 2008, Ren et al. 2024 and Armillotta…
stat.ME2023
The GNAR-edge model: A network autoregressive model for networks with time-varying edge weights
Anastasia Mantziou, Mihai Cucuringu, Victor Meirinhos +1
In economic and financial applications, there is often the need for analysing multivariate time series, comprising of time series for a range of quantities. In some applications su…