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Time series are data observed over time (either in continuous time or at discrete time periods).

3 votes
2 answers
189 views

Distribution of medians of triplicate samples taken from Gaussian distribution

My Monte Carlo simulation seems to show that the standard deviation of the medians of triplicate samples taken from the Gaussian distribution approaches 2/3 of the SD of the original distribution. In …
Maciej Tomczak's user avatar
2 votes
1 answer
28 views

Time series and separating variance by time scale

There is a single-variable time series wich can be thought as being stationary in the long run. The observations are taken at irregular time intervals. The values of observations can be assumed to h …
Maciej Tomczak's user avatar
1 vote
0 answers
76 views

Estimating variance of a Gaussian distribution from the mean of absolute values of first dif...

Edited Question: This question is about estimating the variance (or $\text{SD}_0$) of a parent distribution from which a set of random independent samples is taken. The samples are taken in sequence …
Maciej Tomczak's user avatar