Spectral-density-driven Bootstrap and Time Series Modeling on Dynamic Networks
Jonas Krampe
ISBN 10: 3736998198 ISBN 13: 9783736998193
Published by Cuvillier, 2018
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Spectral-density-driven Bootstrap and Time Series Modeling on Dynamic Networks | Jonas Krampe | Taschenbuch | 138 S. | Englisch | 2018 | Cuvillier | EAN 9783736998193 | Verantwortliche Person für die EU: Cuvillier Verlag, Nonnenstieg 8, 37075 Göttingen, info[at]cuvillier[dot]de | Anbieter: preigu Print on Demand. Seller Inventory # 116195968
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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Bibliographic Details
Title: Spectral-density-driven Bootstrap and Time ...
Publisher: Cuvillier
Publication Date: 2018
Binding: Taschenbuch
Condition: Neu