How Did I Miss This??

Great stuff, forthcoming JBES (2022).  

TIME SERIES APPROACH TO THE EVOLUTION OF NETWORKS: PREDICTION AND ESTIMATION 

ANNA BYKHOVSKAYA 

Abstract. The paper analyzes non-negative multivariate time series which we interpret as weighted networks. We introduce a model where each coordinate of the time series represents a given edge across time. The number of time periods is treated as large compared to the size of the network. The model specifies the temporal evolution of a weighted network that combines classical autoregression with non-negativity, a positive probability of vanishing, and peer effect interactions between weights assigned to edges in the process. The main results provide criteria for stationarity vs. explosiveness of the network evolution process and techniques for estimation of the parameters of the model and for prediction of its future values.

https://abykhovskaya.files.wordpress.com/2021/07/networks_jbes_3.pdf

See also https://annabykhovskaya.com