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Spectral-density-driven bootstrap and time series modeling on dynamic networks / Jonas Krampe.
- Format:
- Book
- Author/Creator:
- Krampe, Jonas, author.
- Language:
- English
- Subjects (All):
- Dynamic programming.
- Physical Description:
- 1 online resource (139 pages)
- Place of Publication:
- Gottingen : Cuvillier Verlag, 2018.
- Summary:
- 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.
- Notes:
- Description based on print version record.
- ISBN:
- 9783736988194
- 3736988192
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