Tagged Questions
3
votes
0answers
142 views
Methodology for validation of stochastic simulations with Kolmogorov-Smirnov test
I'm a phd student in Geography, i need some help (or good ressources) to understand why and when i need to use PIT (Probability integral transform) in my validation program for simulation.
I explain ...
6
votes
1answer
135 views
Why is my replication of Silver & Dunlap 1987 not working out?
I'm trying to replicate Silver & Dunlap (1987). I'm just comparing averaging correlations or averaging z transform correlations and back transforming. I seem to not be replicating the asymmetry ...
3
votes
3answers
186 views
Literature on generating “similar” synthetic time series from observed time series
The motivation for this question is from Finance. I have some market data (daily time series) for the price of some securities and I would like to generate synthetic versions of these which are ...
