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

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Spectral-density-driven Bootstrap and Time Series Modeling on Dynamic Networks (English shop)

Jonas Krampe (Author)

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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.