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LSEbootLS

Bootstrap Methods for Regression Models with Locally Stationary Errors

v0.1.0 · Jul 1, 2024 · GPL (>= 3)

Description

Implements bootstrap methods for linear regression models with errors following a time-varying process, focusing on approximating the distribution of the least-squares estimator for regression models with locally stationary errors. It enables the construction of bootstrap and classical confidence intervals for regression coefficients, leveraging intensive simulation studies and real data analysis.

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Check History

OK 14 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE Mar 9, 2026

Dependency Network

Dependencies Reverse dependencies doParallel foreach doRNG LSTS tibble iterators rlecuyer LSEbootLS

Version History

new 0.1.0 Mar 10, 2026