Das Buch ist derzeit nicht auf Lager
Spectral-density-driven bootstrap and time series modeling on dynamic networks
Autoren
Mehr zum Buch
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.
Buchvariante
2018
Buchkauf
Dieses Buch ist derzeit nicht auf Lager.