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strwars
  • Member for 6 years, 11 months
  • Last seen more than 3 years ago
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27
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Top posts
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question
7
Showing the covariance and autocorrelation functions of a stationary time series are symmetric around 0
Sep 28, 2018
question
4
Sum of 2 Normally Distributed Random Variables With a Correlation
Sep 23, 2018
question
4
Mean and Correlation of a First-Order ARCH(1) Process
Sep 28, 2018
question
2
AR(2) Characteristic Equation Equivalence
Oct 6, 2018
question
2
Ratio of Standard Deviations from a Normal Distribution to an F Distribution
Sep 28, 2019
question
1
VAR(p) Model Covariances and Moment Equation
Nov 28, 2018
question
1
Value of $\sum_{j=1} (y_{j} - \bar{y})$ and proving properties of hat value
Oct 10, 2019
question
1
Linear regression $y_i=\beta_0 + \beta_1x_i + \epsilon_i$ covariance between $\bar{y}$ and $\hat{\beta}_1$
Oct 15, 2019
question
1
Conditional Variance of Linear Regression Coefficients $Cov(\hat{\beta}_0,\hat{\beta}_1|W^*)$
Oct 27, 2019
question
1
Likelihood Function and Maximum Likelihood Estimator for Random Variable dependent on another Geometrically Distributed Random Variable
Nov 24, 2019
Top network posts
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7
Conceptual explanation of the relationship between gamma and vega plotted against delta for a European call option