Monte Carlo Experiments on Maximum entropy Constructive Ensembles for Time Series Analysis and Inference
In econometric analysis, the traditional bootstrap and related methods often require the assumption of stationarity. This assumption says that the distribution function of the process remains unchanged when shifted in time by an arbitrary value, imposing perfect time-homogeneity. In terms of the joi...
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Virginia Tech
2014
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| Online Access: | http://hdl.handle.net/10919/32571 http://scholar.lib.vt.edu/theses/available/etd-05112005-123417/ |