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

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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.

Parametry

ISBN
9783736998193
Nakladatelství
Cuvillier Verlag

Kategorie

Varianta knihy

2018

Nákup knihy

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