meboot (Q22449): Difference between revisions

← Older edit

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+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.
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@@ links / mardi / name / links / mardi / name @@
+Software:22449

Latest revision as of 21:21, 5 March 2024

Maximum Entropy Bootstrap for Time Series

Language	Label	Description	Also known as
English	meboot	Maximum Entropy Bootstrap for Time Series

Statements

instance of

R package

0 references

software version identifier

1.4-9.3

publication date

2 April 2023

0 references

0.0.1

publication date

26 January 2007

0 references

1.0-0

publication date

21 January 2009

0 references

1.0-1

publication date

29 September 2009

0 references

1.0-2

publication date

20 November 2009

0 references

1.1-1

publication date

6 December 2009

0 references

1.1-2

publication date

26 July 2011

0 references

1.1-3

publication date

6 January 2012

0 references

1.1-4

publication date

5 March 2012

0 references

1.1-5

publication date

13 September 2012

0 references

1.3-0

publication date

23 July 2013

0 references

1.4-3

publication date

26 March 2014

0 references

1.4-5

publication date

28 September 2014

0 references

1.4-6

publication date

10 June 2015

0 references

1.4-7

publication date

18 November 2016

0 references

1.4-8

publication date

29 June 2020

0 references

1.4-9.1

publication date

10 July 2021

0 references

1.4-9.2

publication date

6 October 2021

0 references

1.4-9

publication date

29 May 2021

0 references

1.4-9.4

publication date

22 August 2023

0 references

programmed in

R

0 references

MaRDI profile type

MaRDI software profile

0 references

last update

22 August 2023

0 references

maintained by

Fred Viole

0 references

description

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.

0 references

author

Hrishikesh D. Vinod

0 references

copyright license

GNU General Public License, version 2.0

0 references

GNU General Public License, version 3.0

edition/version

expanded from: GPL (≥ 2) (English)

0 references

depends on software