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hydrologist

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

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  • Member for 8 years
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  • Last seen 3 hours ago

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Top posts (23)

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15 Autocovariance of an ARMA(2,1) process - derivation of analytical model for $\gamma( k)$ Aug 29 '13
9 Is the square root of a positive semi-definite matrix a unique result? Mar 5 '13
8 How to create a markov chain with gamma marginal distribution and AR(1) coefficient of $\rho$ Jun 20 '17
4 How to generate random numbers form a gamma-type distribution with small shape parameter Aug 8 '17
3 Whitening Transformation using a Hadamard product Variance Matrix Jun 21 '14
3 What subset of ARMA(1,1) processes can be represented as AR(1) - a query about the logic in this derivation Nov 23 '20
3 How to create a markov chain with gamma marginal distribution and AR(1) coefficient of $\rho$ Aug 6 '17
2 Searching for Clive Granger's 1972 paper on time series decomposition from the Budapest Conference Dec 1 '20
2 Variance-covariance matrix as the sum of variance covariance matrices Aug 14 '14
1 How is the impulse-response function of a given system related to the autocorrelation function? Sep 4 '14
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