User Confounded

4 votes

2 answers

2k views

When is ARMA(p,q) strictly (strongly) stationary and what is its unconditional distribution?

asked Aug 15, 2017 at 10:27

1 vote

1 answer

2k views

Linear transformation of multivariate normals resulting in a singular covariance matrix

asked May 10, 2018 at 18:27

4 votes

1 answer

1k views

Joint distribution of independent t-distributed random variables

asked Mar 5, 2018 at 17:09

5 votes

2 answers

549 views

If $(X,Y) \sim \mathcal N(0,\Sigma)$, are $Z = Y - \rho\frac{\sigma_Y}{\sigma_X}X$ and $X$ independent?

asked May 4, 2018 at 13:42

4 votes

2 answers

494 views

Survival analysis with cures when it is known that for some subjects the event (death) will never occur

asked Jul 23, 2015 at 21:10

0 votes

0 answers

433 views

Logistic regression with negative weights in Matlab

asked Nov 1, 2018 at 14:08

5 votes

0 answers

423 views

IRLS for truncated normal GLM

asked Nov 6, 2018 at 13:04

1 vote

0 answers

348 views

OLS assumptions: prediction vs inference

asked Feb 6, 2019 at 19:10

2 votes

0 answers

346 views

What is "the best" way to approximate moments of two distributions if they cannot be matched exactly? [closed]

asked May 27, 2015 at 14:19

2 votes

0 answers

169 views

ARMA(p,q) conditional distribution given first k<p observations

asked Nov 18, 2020 at 12:33

1 vote

0 answers

126 views

Regression with different probability measure

asked Nov 28, 2018 at 18:34

3 votes

1 answer

97 views

Transform data while keeping the mean constant

asked Nov 2, 2018 at 15:29

2 votes

1 answer

96 views

If $\mathbf{x} \sim N(\mathbf{0,I})$ and $\mathbf{y} = \mathbf{Ax}$, what does $\mathbf{A}^T \mathbf{A}$ represent?

asked May 15, 2018 at 9:12

1 vote

0 answers

82 views

Are parameter estimates in GLMs ever consistent?

asked Dec 9, 2016 at 20:04

0 votes

0 answers

77 views

Goodness of fit using characteristic function

asked May 18, 2020 at 11:23

1 vote

0 answers

68 views

Estimation and testing of unconditional distribution in time series models

asked Oct 12, 2018 at 16:28

0 votes

0 answers

58 views

statsmodels ARMA.fit wrong constant

asked Apr 3, 2020 at 13:02

1 vote

0 answers

40 views

Changes to multivariate AR1 parameters with step size

asked Aug 25, 2020 at 12:02

0 votes

0 answers

21 views

Asymptotic OLS estimates [duplicate]

asked Feb 27, 2020 at 14:24

Stack Exchange Network

19 Questions

When is ARMA(p,q) strictly (strongly) stationary and what is its unconditional distribution?

Linear transformation of multivariate normals resulting in a singular covariance matrix

Joint distribution of independent t-distributed random variables

If $(X,Y) \sim \mathcal N(0,\Sigma)$, are $Z = Y - \rho\frac{\sigma_Y}{\sigma_X}X$ and $X$ independent?

Survival analysis with cures when it is known that for some subjects the event (death) will never occur

Logistic regression with negative weights in Matlab

IRLS for truncated normal GLM

OLS assumptions: prediction vs inference

What is "the best" way to approximate moments of two distributions if they cannot be matched exactly? [closed]

ARMA(p,q) conditional distribution given first k<p observations

Regression with different probability measure

Transform data while keeping the mean constant

If $\mathbf{x} \sim N(\mathbf{0,I})$ and $\mathbf{y} = \mathbf{Ax}$, what does $\mathbf{A}^T \mathbf{A}$ represent?

Are parameter estimates in GLMs ever consistent?

Goodness of fit using characteristic function

Estimation and testing of unconditional distribution in time series models

statsmodels ARMA.fit wrong constant

Changes to multivariate AR1 parameters with step size

Asymptotic OLS estimates [duplicate]