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

Jonas Krampe

ISBN 10: 3736998198 / ISBN 13: 9783736998193

Published by Cuvillier, 2018

About this Item

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

Bibliographic Details

• Title: Spectral-density-driven Bootstrap and Time Series Modeling on Dynamic Networks
• Publisher: Cuvillier
• Publication Date: 2018
• Language: English
• ISBN 10: 3736998198
• ISBN 13: 9783736998193
• Binding: Taschenbuch
• Condition: Neu
• Dimensions: 210W x 148H x 8D millimeters 210 millimeters width by 148 millimeters height by 8 millimeters depth
• Weight: 189 grams
• Seller catalogs:
  • Bücher

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.