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10 votes

2 answers

2k views

Explosive AR(MA) processes are stationary?

asked Apr 2, 2019 at 15:20

7 votes

2 answers

3k views

Help with Taylor expansion of log likelihood function

mathematical-statistics maximum-likelihood taylor-series

asked Sep 28, 2015 at 20:23

5 votes

1 answer

98 views

Value at risk (VaR) conditioning argument

conditional-probability conditional-expectation

asked May 17, 2017 at 14:34

5 votes

1 answer

2k views

Likelihood comparable across different distributions

maximum-likelihood likelihood

asked May 8, 2018 at 10:25

4 votes

1 answer

70 views

Limiting argument within limit relation

convergence

asked Apr 1, 2018 at 18:51

4 votes

2 answers

588 views

Big O almost surely

asymptotics

asked Apr 24, 2018 at 7:01

4 votes

1 answer

123 views

Posterior distribution regression model

regression bayesian

asked May 28, 2018 at 19:33

4 votes

2 answers

715 views

Conditional expectation given event and random variable

probability conditional-expectation measure-theory

asked Jun 17, 2018 at 7:56

3 votes

0 answers

183 views

Partial integration involving CDF [closed]

cumulative-distribution-function integral

asked Oct 15, 2018 at 9:55

3 votes

2 answers

170 views

Order statistics of independent but non-identical uniform distribution

uniform-distribution order-statistics

asked Nov 30, 2020 at 17:28

2 votes

1 answer

48 views

Equivalence sum of conditional expectations given random observations and sum of conditional expectation given order statistics

conditional-expectation

asked Apr 13, 2021 at 12:49

2 votes

0 answers

44 views

Convergence of stochastic process in probability to Brownian motion

probability stochastic-processes convergence asymptotics

asked May 16, 2018 at 15:31

2 votes

1 answer

749 views

Matrix differentiation for Maximum Likelihood Estimator

self-study maximum-likelihood derivative

asked Oct 11, 2015 at 15:41

1 vote

0 answers

81 views

Proof of result regarding simultaneous confidence statements

confidence-interval

asked Oct 12, 2015 at 16:18

1 vote

1 answer

270 views

Help with proof of factorization criterion

mathematical-statistics sum

asked Sep 30, 2015 at 20:23

1 vote

1 answer

29 views

Conditioning-which interpretation is correct?

probability conditional-probability

asked May 19, 2017 at 9:56

1 vote

0 answers

29 views

Effect of correlation on regression weights

regression correlation

asked Jun 16, 2017 at 16:14

1 vote

0 answers

27 views

Asymptotic equivalence joint probability

probability asymptotics

asked Jul 31, 2017 at 14:41

1 vote

0 answers

36 views

Brownian Motion proof: difference converging to 0 almost surely

probability stochastic-processes convergence brownian-motion

asked Jan 29, 2019 at 15:15

1 vote

0 answers

38 views

P-values: a misconception? [duplicate]

statistical-significance p-value

asked Oct 11, 2018 at 9:20

1 vote

0 answers

27 views

Joint distribution of top order statistics of two independent random samples of Pareto distribution

order-statistics pareto-distribution

asked Dec 17, 2021 at 20:38

1 vote

0 answers

102 views

Wold Decomposition Unique?

time-series autocorrelation stationarity

asked Apr 25, 2019 at 13:17

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22 Questions

Explosive AR(MA) processes are stationary?

Help with Taylor expansion of log likelihood function

Value at risk (VaR) conditioning argument

Likelihood comparable across different distributions

Limiting argument within limit relation

Big O almost surely

Posterior distribution regression model

Conditional expectation given event and random variable

Partial integration involving CDF [closed]

Order statistics of independent but non-identical uniform distribution

Equivalence sum of conditional expectations given random observations and sum of conditional expectation given order statistics

Convergence of stochastic process in probability to Brownian motion

Matrix differentiation for Maximum Likelihood Estimator

Proof of result regarding simultaneous confidence statements

Help with proof of factorization criterion

Conditioning-which interpretation is correct?

Effect of correlation on regression weights

Asymptotic equivalence joint probability

Brownian Motion proof: difference converging to 0 almost surely

P-values: a misconception? [duplicate]

Joint distribution of top order statistics of two independent random samples of Pareto distribution

Wold Decomposition Unique?