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Activity Number: 60 - Invited E-Poster Session II
Type: Invited
Date/Time: Sunday, August 8, 2021 : 6:45 PM to 7:30 PM
Sponsor: Section on Nonparametric Statistics
Abstract #317540
Title: Statistical Inference in an Expanding Dynamic Network Model
Author(s): Soumendra Lahiri* and Vivien Zhao
Companies: Washington University and Wells Fargo/NCSU
Keywords: Random Graph; Bootstrap; Asymptotic distribution
Abstract:

We consider an expanding sparse dynamic network model where the time evolution is governed by a Markovian structure. Transition of the network from time $t$ to $t+1$ involves three parts : (i) a new node joins the existing network with a given probability of edge formation, (ii) existing edges drop out randomly with a fixed probability, and (iii) new edges are formed randomly among the existing nodes with a fixed probability. We consider long term behavior of the network density and establish its limit. We also derive asymptotic distributions of the maximum likelihood estimators of key model parameters and investigate properties of a parametric Bootstrap.

This is a joint work with Wei Zhao.


Authors who are presenting talks have a * after their name.

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