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

Jonas Krampe

ISBN 10: 3736998198 / ISBN 13: 9783736998193

Published by Cuvillier Jul 2018, 2018

About this Item

This item is printed on demand - it takes 3-4 days longer - Neuware -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. 138 pp. Englisch.

Seller Inventory # 9783736998193

Bibliographic Details

• Title: Spectral-density-driven Bootstrap and Time Series Modeling on Dynamic Networks
• Publisher: Cuvillier Jul 2018
• Publication Date: 2018
• Language: English
• ISBN 10: 3736998198
• ISBN 13: 9783736998193
• Binding: Taschenbuch
• Condition: Neu
• Dimensions: 210W x 148H x 7D millimeters 210 millimeters width by 148 millimeters height by 7 millimeters depth
• Weight: 189 grams

About this title

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.