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 <[email protected]> and Javier López-de-Lacalle|
|Maintainer||Javier López-de-Lacalle <[email protected]>|
|License||GPL (>= 2)|
|Package repository||View on CRAN|
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