meboot
cranv1.5Maximum Entropy Bootstrap for Time Series. 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 <DOI:10.1016/j.jempfin.2003.06.002>) explains how the algorithm satisfies the ergodic theorem and th
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curl https://depscope.dev/api/check/cran/mebootFirst published · 2026-01-19 07:06:37
Last updated · 2026-01-19T05:50:10+00:00