文章基本信息

标题：Maximum Entropy Bootstrap for Time Series: The meboot R Package
本地全文：下载
作者：Hrishikesh D. Vinod ; Javier Lopez-de-Lacalle
期刊名称：Journal of Statistical Software
印刷版ISSN：1548-7660
电子版ISSN：1548-7660
出版年度：2009
卷号：29
期号：1
页码：1-19
语种：English
出版社：University of California, Los Angeles
摘要：The maximum entropy bootstrap is an algorithm that creates an ensemble for time series inference. Stationarity is not required and the ensemble satisfies the ergodic theorem and the central limit theorem. The meboot R package implements such algorithm. This document introduces the procedure and illustrates its scope by means of several guided applications.