Items related to Spectral-density-driven Bootstrap and Time Series Modeling...

Spectral-density-driven Bootstrap and Time Series Modeling on Dynamic Networks - Softcover

Krampe, Jonas

 
9783736998193: Spectral-density-driven Bootstrap and Time Series Modeling on Dynamic Networks

Synopsis

This thesis develops consistent estimators for the Wold coefficients. Furthermore, based on these coefficient a spectral-density-driven-bootstrap is presented. In the second part a framework for modeling time series on dynamic networks is developed. In this context forecast results based on network autoregressive models are presented.

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