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Jeremias K's user avatar
Jeremias K's user avatar
Jeremias K's user avatar
Jeremias K
  • Member for 8 years, 6 months
  • Last seen more than a month ago
24 votes

Is R-squared value appropriate for comparing models?

9 votes

What selection criteria to use and why? (AIC, RMSE, MAPE) - All possible model selection for time series forecasting

5 votes

What are some examples of anachronistic practices in statistics?

4 votes
Accepted

Independence of observations violated

4 votes
Accepted

Inverting ARMA Processes

4 votes
Accepted

Difference between an "Ordinary Least Square (OLS) model" and a "Panel Fixed- Effects (FE) model"

4 votes

Is there a situation when one would use L1 norm over L2 norm in k-means algorithm?

4 votes
Accepted

What does "the process that generates the data" mean? and How does feature selection help in recovering it?

3 votes

Identification of parameters problem

3 votes
Accepted

Unit root tests and stationarity

3 votes
Accepted

Expand a power of the difference operator in terms of time series $z_t$

3 votes

Influence of HAC estimates to p-value of t-test

3 votes

Coefficient of determination

2 votes
Accepted

Finding the Coefficients of regressors

2 votes

What is the distribution of $e=Y-\mathbb{E}(Y)$ where $Y=\exp(u), \ \ \ u\sim\mathbb{N}\left(\mu,\sigma^2\right)$

2 votes

What is meant by the "level" of a time series?

2 votes

Different AIC definitions

2 votes
Accepted

Is this book excerpt an accurate statistical analysis of project risk?

2 votes

Frequentist Predictive Distribution for a Cauchy variable

1 vote
Accepted

Autocovariance - expectation across all time indices?

1 vote
Accepted

Likelihood for dependent data above a threshold

1 vote

Variance of Gaussian linear combination

1 vote

Is $E[1_A | \mathscr{F_t}] = 0 ~\text{or} ~ 1 \ \Rightarrow E[1_A | \mathscr{F_{s}}] = E[1_A | \mathscr{F_t}]$ is only almost surely?

1 vote
Accepted

Transforming a time series so it is stationary

1 vote
Accepted

The projection matrix and proof of an unbiased estimator for sigma-squared

1 vote
Accepted

Calculate probability of distance for d-dimensional normal

1 vote
Accepted

Derived Distribution from normal distribution

1 vote

Hazard Function

1 vote

Confidence intervals for difference in time series

1 vote

Curve fitting a circle (as in linear regression)