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Duffau

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

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  • Member for 6 years, 3 months
  • 61 profile views
  • Last seen Feb 14 at 11:23

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Top posts (12)

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11 Can PCA be applied for time series data? Jun 28 '15
5 Maximum likelihood of multivariate t-distributed variable with scaled covariance Nov 25 '14
4 Identifiability of a state space model (Dynamic Linear Model) Jul 9 '15
3 Identifying variables contributing to near multicollinearty in linear regression using VIF's and multiple R squared's Mar 12 '17
2 Modelling Roulette Oct 16 '20
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 Time series forecast with probability Jun 10 '19
1 Standard BEKK parameters Jun 11 '19
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