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John

Apparently, this user prefers to keep an air of mystery about them.

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  • Member for 6 years, 11 months
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Top Posts (59) All Questions Answers | Votes Newest

13 Can I use the Cholesky-method for generating correlated random variables with given mean? Mar 12 '14
11 PCA model selection using AIC (or BIC) Aug 21 '12
9 Where do I declare prior parameters in Stan? Apr 7 '14
7 Distribution of eigenvalues given one is known Feb 5 '13
6 Multivariate time series model evaluation with conditional moments May 29 '12
6 Estimated distribution of eigenvalues for i.i.d. (uniform or normal) data Jul 5 '12
5 Mixture distributions moments if one distribution has undefined/infinite moments Jun 29 '12
5 What is fitted in a GARCH: residual or log-return? Oct 5 '13
5 Best method for short time-series Feb 20 '15
4 GARCH modelling Mar 17 '14
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