Knihobot
Kniha momentálne nie je na sklade

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

Autori

Viac o knihe

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.

Parametre

ISBN
9783736998193
Vydavateľstvo
Cuvillier Verlag

Kategórie

Variant knihy

2018

Nákup knihy

Kniha momentálne nie je na sklade.