User Jeremias K

1 vote

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Autocovariance - expectation across all time indices?

answered Dec 20, 2017 at 11:38

2 votes

Frequentist Predictive Distribution for a Cauchy variable

answered Dec 19, 2017 at 10:00

1 vote

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

answered Dec 18, 2017 at 16:34

0 votes

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

answered Dec 16, 2017 at 11:06

4 votes

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

answered Dec 15, 2017 at 11:51

1 vote

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

answered Dec 14, 2017 at 13:51

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Rearranging VARMA(1,1)

answered Dec 10, 2017 at 17:21

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Transforming a uniform PDF to a Gaussian PDF

answered Dec 5, 2017 at 9:05

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Curve fitting a circle (as in linear regression)

answered Nov 29, 2017 at 9:30

1 vote

Confidence intervals for difference in time series

answered Nov 26, 2017 at 10:18

2 votes

Hazard Function

answered Oct 30, 2017 at 13:44

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Independence of points from same underlying function

answered Jan 25, 2017 at 11:58

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Formula for the covariance of logs in exponential families

answered Jan 24, 2017 at 14:27

8 votes

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

answered Jun 20, 2016 at 11:34

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Derived Distribution from normal distribution

answered Jun 19, 2016 at 17:55

4 votes

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Independence of observations violated

answered Jun 18, 2016 at 15:26

5 votes

What are some examples of anachronistic practices in statistics?

answered Jun 18, 2016 at 15:09

3 votes

Coefficient of determination

answered Feb 26, 2016 at 9:13

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Finding the Coefficients of regressors

answered Feb 22, 2016 at 9:13

4 votes

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Inverting ARMA Processes

answered Feb 22, 2016 at 8:55

1 vote

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Calculate probability of distance for d-dimensional normal

answered Feb 21, 2016 at 9:24

1 vote

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

answered Feb 20, 2016 at 9:21

1 vote

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Transforming a time series so it is stationary

answered Feb 20, 2016 at 8:58

3 votes

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

answered Feb 19, 2016 at 10:23

3 votes

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Unit root tests and stationarity

answered Feb 14, 2016 at 23:24

3 votes

Identification of parameters problem

answered Feb 5, 2016 at 20:08

24 votes

Is R-squared value appropriate for comparing models?

answered Feb 5, 2016 at 15:34

0 votes

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

answered Feb 4, 2016 at 13:45

2 votes

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

answered Jan 25, 2016 at 11:18

2 votes

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

answered Jan 25, 2016 at 9:19

Stack Exchange Network

40 Answers

Autocovariance - expectation across all time indices?

Frequentist Predictive Distribution for a Cauchy variable

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

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

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

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

Rearranging VARMA(1,1)

Transforming a uniform PDF to a Gaussian PDF

Curve fitting a circle (as in linear regression)

Confidence intervals for difference in time series

Hazard Function

Independence of points from same underlying function

Formula for the covariance of logs in exponential families

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

Derived Distribution from normal distribution

Independence of observations violated

What are some examples of anachronistic practices in statistics?

Coefficient of determination

Finding the Coefficients of regressors

Inverting ARMA Processes

Calculate probability of distance for d-dimensional normal

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

Transforming a time series so it is stationary

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

Unit root tests and stationarity

Identification of parameters problem

Is R-squared value appropriate for comparing models?

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

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

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