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  • 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.
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