# Marco

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bio website location age member for 1 year, 10 months seen Nov 5 at 17:23 profile views 13

A poor ignorant who humbly seeks to learn.

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 Oct28 comment Spearman's Rho - from partial ranked variables Nothing, I'm afraid. Oct28 comment Spearman's Rho - from partial ranked variables R#A and R#B are the ranked variables expressed by the element's position. In your example it means that the fifth element has a rankk of 1. Oct28 asked Spearman's Rho - from partial ranked variables Jan15 comment Autoregressive model with exponential lags sorry for my delay. In your model your saying that a shock at time $t$ has a long impact in your time series. Your ACF decays very slowly. As you know you prefer a parsimonious model, in your model you have 1000 parameters to estimate! in ARFIMA model you have for the long memory only one: $d$. Jan8 awarded Teacher Dec8 answered Autoregressive model with exponential lags Sep17 awarded Commentator Sep17 comment Estimation/identification simple problem Do you think I can impose a restriction on k? For example k>0 Sep17 comment Estimation/identification simple problem Mpiktas, thank you. So nonlinear regression model should be the way. Sep17 accepted Estimation/identification simple problem Sep17 comment Estimation/identification simple problem @mpiktas just to allow forecasts Sep17 comment Estimation/identification simple problem @Chernick normal and independent and identically distributed Sep17 asked Estimation/identification simple problem May12 awarded Scholar May12 comment Some doubts about conditional expectation Thank you very much. So I know that a covariance matrix has to be positive definite. Can you provide me some reference on conditional expectation and variance for this kind of exercises? May12 accepted Some doubts about conditional expectation May11 comment Some doubts about conditional expectation $Var(Z_t)=Var(X_t)+Var(Y_tX_t)+Var(Y_t)$ where $Var(Y_tX_t)=Var(Y_t)*Var(X_t)+COV(X,Y)$ therefore $Var(Z_t)=1 + 1 \times 4 + 2 + 4 = 11$ ? May11 revised Some doubts about conditional expectation added 6 characters in body May11 comment Some doubts about conditional expectation You're right my mistake. I fix it immediately. But I don't get the point on the variance. May11 revised Some doubts about conditional expectation added 120 characters in body