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| Artikel-Nr.: 5667A-9783736998193 Herst.-Nr.: 9783736998193 EAN/GTIN: 9783736998193 |
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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. Weitere Informationen:  |  | Author: | Jonas Krampe | Verlag: | Cuvillier Verlag | Sprache: | eng |
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 | Weitere Suchbegriffe: Mathematik, Autoregressive, Bootstrap, Time Series, Forecast, Dynamic Networks, Spectral Density |
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