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

Beschreibung

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.

Autor*in

Jonas Krampe

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Autoregressive Bootstrap Dynamic Networks Forecast Spectral Density Time Series

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