Cuvillier Verlag
| Departments | |
|---|---|
| Book Series (74) |
988
|
| Humanities |
1883
|
| Natural Sciences |
4983
|
| Mathematics | 209 |
| Informatics | 276 |
| Physics | 933 |
| Chemistry | 1259 |
| Geosciences | 116 |
| Human medicine | 207 |
| Stomatology | 8 |
| Veterinary medicine | 76 |
| Pharmacy | 137 |
| Biology | 778 |
| Biochemistry, molecular biology, gene technology | 104 |
| Biophysics | 21 |
| Domestic and nutritional science | 39 |
| Agricultural science | 939 |
| Forest science | 195 |
| Horticultural science | 12 |
| Environmental research, ecology and landscape conservation | 124 |
| Engineering |
1480
|
| Common |
71
|
Advanced Search
Hard Copy
EUR 35.30
E-book
EUR 24.70
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.
