Maximum entropy density based dependent data bootstrap. An algorithm is provided to create a population of time series (ensemble) without assuming stationarity. The reference paper (Vinod, H.D., 2004) explains how the algorithm satisfies the ergodic theorem and the central limit theorem.
|Author||Hrishikesh D. Vinod <Vinod@fordham.edu> and Javier López-de-Lacalle|
|Date of publication||2016-11-18 10:58:05|
|Maintainer||Javier López-de-Lacalle <email@example.com>|
|License||GPL (>= 2)|
|Package repository||View on CRAN|
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