Maximum Entropy Bootstrap for Time Series
Check Convergence
Internal Function
Expand the Standard Deviation of Resamples
Flexible Extension of the Maximum Entropy Bootstrap Procedure
Enforce Central Limit Theorem
meboot Internal Function
Maximum Entropy Bootstrap for Panel Time Series Data
Generate Maximum Entropy Bootstrapped Time Series Ensemble
Generate Maximum Entropy Bootstrapped Time Series Ensemble Specifying ...
Get Confidence Interval Around Specified NullZero Total
OLS regression model for consumption
Get Confidence Interval Around Zero
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 the central limit theorem.