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

by Jonas Krampe
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₹4,785.00
Original price ₹4,785.00
Original price ₹4,785.00
₹4,785.00
Current price ₹4,785.00

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Book cover type: Paperback
  • ISBN13: 9783736998193
  • Binding: Paperback
  • Subject: N/A
  • Publisher: Cuvillier
  • Publisher Imprint: Cuvillier
  • Publication Date:
  • Pages: 138
  • Original Price: USD 44.38
  • Language: English
  • Edition: N/A
  • Item Weight: 173 grams
  • BISAC Subject(s): General

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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