Winkelried

 4 Terminology: Using “distribution” when referring to densities? 4 Homoscedasticity assumption in simple linear regression 4 If you're only interested in predicting $Y$ when $X>n$, should you use all $X$ in a regression anyway? 3 Understanding the concept of “Bounded in probability” 3 Are observations independent in bootstrapped resamples?

Reputation (661)

 +10 Basic probability: chance of observing sets from draws w/wo replacement +20 Understanding the concept of “Bounded in probability” +25 Example of a stochastic process that is 1st and 2nd order stationary, but not strictly stationary (Round 2) +10 Understanding the condition for independence of two random variables (Sheldon Ross)

Questions (5)

 3 Stationarity of AR(1) process, stable filter 2 Assumptions for RNNs 2 Does stationarity of AR(p) imply innovations are i.i.d.? 1 Textbook covering multiple linear regression with stohastic regressors for time-series 1 Toy examples illustrating stationarity

Tags (35)

 8 stationarity × 8 4 linear × 2 8 probability × 4 4 machine-learning × 2 8 regression × 3 4 mathematical-statistics × 2 5 independence × 2 4 clustering × 2 4 stochastic-processes × 4 4 distributions

Bookmarks (78)

 454 The Two Cultures: statistics vs. machine learning? 386 Bayesian and frequentist reasoning in plain English 278 How to understand degrees of freedom? 253 Why does a 95% Confidence Interval (CI) not imply a 95% chance of containing the mean? 90 How to apply Neural Network to time series forecasting?

Accounts (7)

 Cross Validated 661 rep 44 silver badges1414 bronze badges German Language 562 rep 33 silver badges1111 bronze badges Mathematica 233 rep 11 silver badge44 bronze badges Mathematics 131 rep 22 bronze badges Quantitative Finance 113 rep 44 bronze badges