• Open Daily: 10am - 10pm
    Alley-side Pickup: 10am - 7pm

    3038 Hennepin Ave Minneapolis, MN
    612-822-4611

Open Daily: 10am - 10pm | Alley-side Pickup: 10am - 7pm
3038 Hennepin Ave Minneapolis, MN
612-822-4611
Spectral-density-driven Bootstrap and Time Series Modeling on Dynamic Networks

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

Paperback

General Mathematics

Currently unavailable to order

ISBN10: 3736998198
ISBN13: 9783736998193
Publisher: Cuvillier
Pages: 138
Weight: 0.38
Height: 0.30 Width: 5.83 Depth: 8.27
Language: English
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.

Also in

General Mathematics