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Spectral-density-driven Bootstrap and Time Series Modeling on Dynamic Networks (English shop)
Jonas Krampe (Author)Preview
Extract, PDF (140 KB)
Table of Contents, PDF (63 KB)
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.
| ISBN-13 (Hard Copy) | 9783736998193 |
| ISBN-13 (eBook) | 9783736988194 |
| Language | English |
| Page Number | 138 |
| Lamination of Cover | glossy |
| Edition | 1. |
| Publication Place | Göttingen |
| Place of Dissertation | Braunschweig |
| Publication Date | 2018-07-03 |
| General Categorization | Dissertation |
| Departments |
Mathematics
|
| Keywords | Time Series, Bootstrap, Spectral Density, Dynamic Networks, Autoregressive, Forecast |
