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Spectral-density-driven Bootstrap and Time Series Modeling on Dynamic Networks
Jonas Krampe (Author)Preview
Extract, PDF (140 KB)
Table of Contents, PDF (63 KB)
| 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 |
Description
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.
