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Duffau

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

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  • Member for 5 years, 2 months
  • 45 profile views
  • Last seen Dec 4 '19 at 21:47

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Top posts (11) All Questions Answers | Votes Newest

8 Can PCA be applied for time series data? Jun 28 '15
4 Identifiability of a state space model (Dynamic Linear Model) Jul 9 '15
4 Maximum likelihood of multivariate t-distributed variable with scaled covariance Nov 25 '14
2 Identifying variables contributing to near multicollinearty in linear regression using VIF's and multiple R squared's Mar 12 '17
1 Negative GARCH coefficients Jul 22 '16
1 Maximum likelihood is not re-parametrization invariant. So how can one justify using it? Mar 19 '18
1 How to quantify the agreement between the same parameter from two different data sets Jan 14 '19
1 Standard BEKK parameters Jun 11 '19
0 Time series forecast with probability Jun 10 '19
0 Given bivariate data (X, Y), how to determine a cut-off of X that meets some condition of Y? Mar 13 '18
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