Cross Validated
mlofton
  • Member for 6 years, 11 months
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focus is statistical time series but trying to learn about DSP.

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6
Simulating a data generating process
Dec 18 '14
5
Is it a valid claim, that by differencing a time series, it loses its memory, and as a result its predictive power?
Jul 4 '19
5
Why is bootstrapping p-values not just finding the null in the bootstrap samples?
May 7 '20
4
Notation in going from $AR$ and $MA$ to $ARMA$
Nov 30 '18
4
Parameter space restriction in random walk + noise model
Nov 23 '19
4
Does the biased estimator always have less variance than unbiased one?
Sep 30
3
Express an I(2) process as a sum of telescoping cumulative sums
May 16
3
Intuition behind memoryless process and geometric series
Nov 12 '20
3
numerical difference between sum of squared residuals and likelihood
Jan 16 '15
3
is this F-test valid
May 22 '17
Top network posts
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16
Proving that the dual of the $\mathcal{l}_p$ norm is the $\mathcal{l}_q$ norm.
6
Show that $\sum \frac{z^n}{n}$ diverges if $z = 1$ but otherwise converges if $|z|=1$.
6
Are cumulative returns stationary?
5
Why use parametric based estimation methods - confusion regarding terms
5
What is the meaning of **Sample** in **Sample ACF**

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