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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
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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 …
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 …
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 …