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.
Variant knihy
2018
Nákup knihy
Kniha momentálne nie je na sklade.