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Dayne

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

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  • Member for 2 years, 1 month
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  • Last seen 2 hours ago

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9 Reference Request: Book on Unit Root Theory Mar 1
7 Is (covariance) stationarity preserved under log or exponential transformation? Mar 4
6 Can long run variance of a time series be used to test mean of the series? Mar 1
5 Type 2 error in t-test on time series Mar 27 '19
5 Showing t-distribution from multivariate standard normals Oct 14 '19
4 Difference between autocorrelation and partial autocorrelation Oct 11 '20
4 Geometric interpretation of Cholesky Decomposition Sep 11 '19
3 How to derive the asymptotic distribution of t-statistic? Mar 30 '19
3 Detecting for structural changes in a time series near the end Sep 6 '19
3 Influence of Seasonality on Unit root tests Jan 14
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