Chaos's user avatar
Chaos's user avatar
Chaos's user avatar
Chaos
  • Member for 5 years, 1 month
  • Last seen more than a month ago
6 votes
0 answers
158 views

Estimating Spline curve by OLS. Is a good idea to fix the knots at Chebyshev sites?

4 votes
1 answer
138 views

Help to understand martingale example from Billingsley

3 votes
0 answers
162 views

Adaptive knot selection for B-spline fitting

2 votes
1 answer
136 views

Linear Model (on X or in $\beta$?)

2 votes
2 answers
1k views

Comparing the mean of MSE for two models

2 votes
1 answer
606 views

Autoregressive process with random walk perturbation (with drift)

2 votes
1 answer
783 views

Consistency of M-estimator?

2 votes
0 answers
101 views

Pre PhD preparation: What should I focus on? [closed]

2 votes
0 answers
70 views

Why we say that a probability measure $P$ is defined on $(\Omega, \mathcal{F})$?

2 votes
0 answers
40 views

Non-linear regression. Obtain B.spline coefficients using Fourier Transform?

1 vote
0 answers
27 views

Regressing the "fixed effect" on time invariant characteristics. Is it possible? [duplicate]

1 vote
0 answers
191 views

LASSO regression: which method is better for selecting $\lambda$ in this case?

0 votes
0 answers
59 views

Do we need ergodic-stationarity of the response variable in OLS spline regression?

0 votes
0 answers
351 views

Comparing AIC, BIC and HQC for selection of nested model?

0 votes
0 answers
105 views

Simulating data for Spline Regression

0 votes
0 answers
19 views

Piece wise Polynomial Regression [duplicate]

0 votes
0 answers
88 views

Comparative study using synthetic control