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hydrologist
  • Member for 9 years, 3 months
  • Last seen more than a week ago
  • Bristol, UK
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About

I'm an Engineer, usually trying to develop and/or adapt deterministic and statistical techniques to apply to water/environmental data analysis and modelling.

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Top posts
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All Questions Answers
Score Newest
question
15
Autocovariance of an ARMA(2,1) process - derivation of analytical model for $\gamma( k)$
Aug 29, 2013
question
9
Is the square root of a positive semi-definite matrix a unique result?
Mar 5, 2013
question
9
How to create a markov chain with gamma marginal distribution and AR(1) coefficient of $\rho$
Jun 20, 2017
question
4
How to generate random numbers form a gamma-type distribution with small shape parameter
Aug 8, 2017
question
4
Skewness and kurtosis for $\mathrm{MA}\left(\infty\right)$ model with non-gaussian noise
Jan 13
question
3
Whitening Transformation using a Hadamard product Variance Matrix
Jun 21, 2014
question
3
What subset of ARMA(1,1) processes can be represented as AR(1) - a query about the logic in this derivation
Nov 23, 2020
answer
3
How to create a markov chain with gamma marginal distribution and AR(1) coefficient of $\rho$
Aug 6, 2017
question
2
Sum of probability density functions - can I treat this as a geometric series?
Aug 25, 2020
question
2
Variance-covariance matrix as the sum of variance covariance matrices
Aug 14, 2014
Top network posts
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5
Autocorrelation function of a triangular wave
5
Find moments of a discrete process using $\mathcal{Z}$-Transform method

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