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Fam
  • Member for 5 years, 4 months
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18 votes
4 answers
4k views

Why do we need an estimator to be consistent?

7 votes
1 answer
160 views

Calculate $E [ Z_{t-1}| X_{t-1}]$ in an ARMA process

6 votes
1 answer
167 views

Is the third moment of an AR(1) dependent on $t$?

5 votes
1 answer
4k views

Autocorrelation of an AR(1) process

4 votes
1 answer
110 views

In ARMA models, Is the withe noise "correlated" with the process?

4 votes
1 answer
79 views

A basic question about a randomized test involving the error type I

4 votes
1 answer
59 views

The meaning of Test Unit Roots: unanswerable and answerable questions

3 votes
0 answers
46 views

A conceptual question about the limitation of the MA processes

3 votes
1 answer
77 views

Show that two white noise definitions are equivalent

3 votes
1 answer
53 views

Independence between error and regressor

3 votes
1 answer
85 views

What is a good aproximation in asymptotic normality?

3 votes
1 answer
45 views

In a regression model, can we use $E(u)=0$ as the moment condition?

3 votes
1 answer
436 views

Conditional expection of a lognormal process

3 votes
0 answers
98 views

How does a Gaussian Process define a probability distribution in the functions space?

2 votes
0 answers
52 views

Understanding that a hypothesis test does not depend on a certain parameter

2 votes
0 answers
45 views

Understanding the trade-off between bias and variance in machine learning prediction using the math formula

2 votes
1 answer
273 views

Best linear prediction as a projection in a Hilbert space $L^2$

2 votes
0 answers
283 views

How to choose the control variables in the conditional expectation to hold fixed when studying a causal relationship

2 votes
1 answer
37 views

Why does the inner product or norm represents the variability of a random variable?

1 vote
0 answers
209 views

Find a UMP test in exponential family - first stage

1 vote
0 answers
31 views

Convergence in distribution of the $2SLS$ estimator for some $\pi = \frac{h}{\sqrt{n}}$

1 vote
0 answers
54 views

A probabilistic question using basic formulas

1 vote
0 answers
83 views

Classification of time series according to linearity, ergodicity and stationarity

1 vote
0 answers
39 views

Two supposedly equivalent approaches to the method of moments

1 vote
0 answers
51 views

A nondeterministic covariance-stationary process approximated by an ARMA process

1 vote
0 answers
120 views

Find the characteristic function of a random variable involving a compoud poisson distribution

1 vote
0 answers
77 views

What properties does a mean-ergodic and non ergodic for second moments time series have?

0 votes
0 answers
75 views

A problem of weak convergence of stochastic processes

0 votes
0 answers
27 views

Inconsistent Results with SEATS and X-11 Decomposition Models in R using fpp3

0 votes
0 answers
65 views

An estimation problem related to a certain stochastic process (radom sum of stochastic processes)