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hydrologist

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

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  • Member for 7 years, 5 months
  • 65 profile views
  • Last seen 6 hours ago

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Top posts (16)

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13 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
3 How to generate random numbers form a gamma-type distribution with small shape parameter Aug 8 '17
3 How to create a markov chain with gamma marginal distribution and AR(1) coefficient of $\rho$ Aug 6 '17
2 Whitening Transformation using a Hadamard product Variance Matrix Jun 21 '14
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
1 AR model driven by non-iid input Sep 20 '16
1 “matrix is not positive definite” - even when highly correlated variables are removed Mar 6 '13
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