CSP2014 - Bootstrapping Time Series Data
These are the materials for my
presentation at the Conference on Statistical Practice in February
2014. The Papers
subdirectory contains several papers related to bootstrapping time series data,
some of which I drew upon for the talk.
Note: The R code available here is not production quality code.
It should be taken as my working notes for the presentation
and not necessarily suitable for your particular purposes.
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quantdevel.com public page.