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

Jonas Krampe (Autor)

Buch

138 Seiten

2018
Cuvillier Verlag
9783736998193 (ISBN)

Infos

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.

Produkt-Details

• Erscheinungsdatum: 04.07.2018
• Verlagsort: Göttingen
• Sprache: englisch
• Maße: 148 x 210 mm
• Gewicht: 213 g
• Themenwelt: Mathematik / Informatik ► Mathematik
• Schlagworte: Autoregressive • Bootstrap • Dynamic Networks • Forecast • Spectral density • Time Series
• ISBN-13: 9783736998193 / 9783736998193
• Zustand: Neuware