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Carl
  • Member for 8 years, 7 months
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15 votes
1 answer
14k views

What is the difference between the dot product and the element-by-element multiplication?

7 votes
1 answer
310 views

Expressing a marginal probability using copulas

6 votes
2 answers
991 views

An intuitive explanation of the instrumental variable

6 votes
1 answer
145 views

Does the sum of squared "dependent" Gaussian variables still exhibit a Chi-squared distribution?

4 votes
1 answer
152 views

A question about characteristic functions

3 votes
1 answer
140 views

A simple question regarding AR(1) process and CDFs

3 votes
0 answers
31 views

Help me understand this line of proof which concerns a marginal expectations in the presence of independent variables

3 votes
0 answers
58 views

Does Cramer's condition imply strong mixing?

2 votes
0 answers
250 views

Problem understanding the intuition behind Slepian's inequality

2 votes
0 answers
410 views

Does the Cholesky decomposition of a covariance matrix lead to a lower triangular matrix with positive diagonals?

2 votes
1 answer
46 views

How was this conditional probability decomposed?

2 votes
1 answer
75 views

What is the fourth moment of a Euclidean Norm?

2 votes
2 answers
309 views

Matrix representation of the OLS of an AR(1) process,

2 votes
1 answer
44 views

Help me understand how the following likelihood function is derived

2 votes
0 answers
36 views

Struggling with some intuitive reasoning when regressing an I(0) variable against an I(1) variable

2 votes
1 answer
29 views

Does it make sense to make a conditional Markovianity assumption?

2 votes
1 answer
55 views

Are these Bernoulli variables independent?

2 votes
1 answer
46 views

Ideal copula family to evaluate a joint CDF of a process with non-linear dependency?

2 votes
0 answers
26 views

How can we evaluate the following CDF?

2 votes
0 answers
110 views

On likelihood functions and characteristic functions

2 votes
1 answer
370 views

Expectation of dependent Bernoulli variables

2 votes
1 answer
672 views

How to recursively express an AR(p) process

2 votes
1 answer
34 views

Can we express the following unconditional probability as follows?

2 votes
0 answers
37 views

Can we express an AR(1) process as follows?

1 vote
2 answers
413 views

Can a random variable be expressed as a sum of deterministic and random variable?

1 vote
0 answers
276 views

t-test and Granger Causality give conflicting results?

1 vote
2 answers
121 views

Can we assume the initial value of a sample following an AR(1) process is a constant?

1 vote
0 answers
41 views

How can we write the below characteristic function?

1 vote
0 answers
27 views

What is the expectation of copula function? [duplicate]

1 vote
1 answer
154 views

What is the expectation of the following joint CDF?