meboot: Maximum Entropy Bootstrap for Time Series
Hrishikesh D. Vinod, Javier López-de-Lacalle, Fred Viole · 2007
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.