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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
1 vote
Accepted

Autocovariance - expectation across all time indices?

2 votes

Frequentist Predictive Distribution for a Cauchy variable

1 vote

How to test if a cross-covariance matrix is non-zero?

0 votes

Particular mean value of $f(X,Y)$ where $(X,Y)$ gaussian vector

4 votes
Accepted

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

1 vote

Can one compute the autocorrelation of covariance matrices sampled by MCMC?

1 vote

Rearranging VARMA(1,1)

0 votes
Accepted

Transforming a uniform PDF to a Gaussian PDF

1 vote

Curve fitting a circle (as in linear regression)

1 vote

Confidence intervals for difference in time series

1 vote

Hazard Function

0 votes
Accepted

Independence of points from same underlying function

0 votes
Accepted

Formula for the covariance of logs in exponential families

9 votes

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

1 vote
Accepted

Derived Distribution from normal distribution

4 votes
Accepted

Independence of observations violated

5 votes

What are some examples of anachronistic practices in statistics?

3 votes

Coefficient of determination

2 votes
Accepted

Finding the Coefficients of regressors

4 votes
Accepted

Inverting ARMA Processes

1 vote
Accepted

Calculate probability of distance for d-dimensional normal

1 vote
Accepted

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

1 vote
Accepted

Transforming a time series so it is stationary

3 votes
Accepted

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

3 votes
Accepted

Unit root tests and stationarity

3 votes

Identification of parameters problem

24 votes

Is R-squared value appropriate for comparing models?

0 votes

$X_n$ $\,{\buildrel a.s. \over \rightarrow}\,$ $X$, then $(\prod_{i=1}^{n}X_i)^{1/n}$ $\,{\buildrel a.s. \over \rightarrow}\,$ $X$?

2 votes

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

2 votes

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