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Spectral-density-driven bootstrap and time series modeling on dynamic networks

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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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ISBN
9783736998193

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2018

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Dieses Buch ist derzeit nicht auf Lager.