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Více o knize
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.
Nákup knihy
Spectral-density-driven bootstrap and time series modeling on dynamic networks, Jonas Krampe
- Jazyk
- Rok vydání
- 2018
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Navrhnout úpravu
- Titul
- Spectral-density-driven bootstrap and time series modeling on dynamic networks
- Jazyk
- anglicky
- Autoři
- Jonas Krampe
- Vydavatel
- Cuvillier Verlag
- Rok vydání
- 2018
- ISBN10
- 3736998198
- ISBN13
- 9783736998193
- Kategorie
- Skripta a vysokoškolské učebnice
- Anotace
- 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.