List questions from stationary-processes

Published on 15 Mar 2022 - 13:14

34

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Meaning of 'showing that a time series is an MA model'

Published on 03 Apr 2022 - 10:19

101

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Unit-Root Test Alternative Hypothesis - Dickey-Fuller Test

Published on 12 Apr 2022 - 1:16

71

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Do I.I.D. n-tuples have the same distribution when shifted?

Published on 20 Apr 2022 - 19:21

46

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Proving that $|{\hat \gamma}(h)| \le {\hat \gamma}(0) $

Published on 25 Apr 2022 - 3:42

64

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Durrett's Probability: Example 5.5.14 (M/G/1 queue)

Published on 12 May 2022 - 14:36

244

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Durrett's Probability: Theorem 6.2.6

Published on 26 Mar 2026 - 4:49

20

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Is there a name for this theorem in english? Or maybe some references in english textbooks. (spectral representation of stochastic process)

Published on 31 May 2022 - 4:07

129

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L2-Inequality for partial sums

Published on 07 Jun 2022 - 15:46

58

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Birkhoff type theorem for quasi-stationary distributions of Markov processes

Published on 14 Jun 2022 - 19:37

24

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Use impulsive response $h(t)$ to calculate $R_{XY}(\tau)$,$R_{YY}(\tau).$

Published on 15 Jul 2022 - 8:39

85

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Why is the Spectral Density of a stationary sequence real?

Published on 17 Jul 2022 - 17:59

74

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Determine order of an ARIMA process

Published on 21 Jul 2022 - 1:11

164

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When do invariant solutions of an SDE exist?

Published on 28 Jul 2022 - 12:34

44

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Is stationarity of data necesarry in order to do any statistics?

Published on 01 Aug 2022 - 11:44

List Question

Spectral analysis of signal that is observed for a finite time ("philosophical" question)

Meaning of 'showing that a time series is an MA model'

Unit-Root Test Alternative Hypothesis - Dickey-Fuller Test

Do I.I.D. n-tuples have the same distribution when shifted?

Proving that $|{\hat \gamma}(h)| \le {\hat \gamma}(0) $

Durrett's Probability: Example 5.5.14 (M/G/1 queue)

Durrett's Probability: Theorem 6.2.6

Is there a name for this theorem in english? Or maybe some references in english textbooks. (spectral representation of stochastic process)

L2-Inequality for partial sums

Birkhoff type theorem for quasi-stationary distributions of Markov processes

Use impulsive response $h(t)$ to calculate $R_{XY}(\tau)$,$R_{YY}(\tau).$

Why is the Spectral Density of a stationary sequence real?

Determine order of an ARIMA process

When do invariant solutions of an SDE exist?

Is stationarity of data necesarry in order to do any statistics?

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