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mlofton
  • Member for 7 years, 9 months
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About

focus is statistical time series but trying to learn about DSP.

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All Questions Answers
Score Newest
question
7
Simulating a data generating process
Dec 18, 2014
answer
6
Order of integration of a time series process
Dec 16, 2021
answer
5
Does the biased estimator always have less variance than unbiased one?
Sep 30, 2021
answer
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, 2019
answer
5
Why is bootstrapping p-values not just finding the null in the bootstrap samples?
May 7, 2020
answer
4
Revert AR process with constant
Aug 28, 2019
answer
4
Notation in going from $AR$ and $MA$ to $ARMA$
Nov 30, 2018
question
4
Parameter space restriction in random walk + noise model
Nov 23, 2019
answer
4
Express an I(2) process as a sum of telescoping cumulative sums
May 16, 2021
answer
4
Vector Autoregressive model with series of different integration orders
Oct 16, 2021
Top network posts
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17
Proving that the dual of the $\mathcal{l}_p$ norm is the $\mathcal{l}_q$ norm.
6
Why use parametric based estimation methods - confusion regarding terms
6
Show that $\sum \frac{z^n}{n}$ diverges if $z = 1$ but otherwise converges if $|z|=1$.
6
Are cumulative returns stationary?
5
What is the meaning of **Sample** in **Sample ACF**

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