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mlofton

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
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
3 numerical difference between sum of squared residuals and likelihood Jan 16 '15
3 is this F-test valid May 22 '17
3 Unit root near unit circle or near 1? Jul 18 '15
3 Differencing two AR(1) processes Feb 18
3 Intuition behind memoryless process and geometric series Nov 12
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