Maximum entropy bootstrap for time series: The meboot R package

130Citations
Citations of this article
140Readers
Mendeley users who have this article in their library.

Abstract

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.

Author supplied keywords

Cite

CITATION STYLE

APA

Vinod, H. D., & López-de-Lacalle, J. (2009). Maximum entropy bootstrap for time series: The meboot R package. Journal of Statistical Software, 29(5), 1–19. https://doi.org/10.18637/jss.v029.i05

Register to see more suggestions

Mendeley helps you to discover research relevant for your work.

Already have an account?

Save time finding and organizing research with Mendeley

Sign up for free