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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.
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Spectral-density-driven bootstrap and time series modeling on dynamic networks, Jonas Krampe
- Sprache
- Erscheinungsdatum
- 2018
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- Titel
- Spectral-density-driven bootstrap and time series modeling on dynamic networks
- Sprache
- Englisch
- Autor*innen
- Jonas Krampe
- Verlag
- Cuvillier Verlag
- Erscheinungsdatum
- 2018
- ISBN10
- 3736998198
- ISBN13
- 9783736998193
- Kategorie
- Skripten & Universitätslehrbücher
- Beschreibung
- 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.