Spectral-density-driven Bootstrap and Time Series Modeling on Dynamic Networks - Softcover

Inhaltsangabe

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.

Die Inhaltsangabe kann sich auf eine andere Ausgabe dieses Titels beziehen.