大规模三模网络自回归模型

Abstract

Abstract:

Based on the two-mode network autoregressive (NAR) model, the specific form of the three-mode NAR model is given. This model considers three types of nodes in large-scale social networks, and edges are only allowed to occur between different types of nodes. First, the definition of the model, the reversibility and parameter identification of the model are introduced, and the estimation methods of quasi-maximum likelihood and conditional least squares and the large sample properties of the corresponding estimators are considered. Second, numerical simulations are carried out in multiple cases, the accuracy of the estimation methods and computational efficiency are compared, and finally a practical example is analyzed.

Key words: Three-mode NAR model, Quasi-maximum likelihood, Conditional least squares, Large-sample properties

CLC Number:

O212

Wei Yibing, Zhu Fukang. Autoregressive Model for Large-scale Three-mode Networks[J].Acta mathematica scientia,Series A, 2024, 44(3): 783-803.

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Autoregressive Model for Large-scale Three-mode Networks

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