[R] Package for Sieve Bootstrap Methods

Andreas Klein klein82517 at yahoo.de
Tue Mar 9 09:52:39 CET 2010


Hello R-users.

Is there a package which handles sieve bootstrap methods in various time series applications?

Method of Sieve Bootstrap by Bühlmann, P. (1995, Technical Report; published 1997 in the Journal of the Bernoulli Society):
http://ftp.stat.berkeley.edu/tech-reports/431.pdf

Thank you in advance.


Sincerely,
Andreas.

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