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

By Jonas Krampe

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.

• Format: Paperback
• Language: English
• ISBN: 3736998198
• ISBN13: 9783736998193
• Release Date: July 2018
• Publisher: Cuvillier
• Length: 138 Pages
• Weight: 0.38 lbs.
• Dimensions: 0.3" x 5.8" x 8.3"