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Show that $y_t=\sum_{j=1}^\infty(1+\theta)(-\theta)^{j-1}y_{t-j}+\epsilon_t$

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#sequences-and-series #statistics #stochastic-processes #time-series
383
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How to create the exact Gaussian likelihood of an AR(1) process?

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#statistics #estimation #time-series #parameter-estimation
40
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Variance of VAR(2) time series

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#linear-algebra #stochastic-processes #time-series
884
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How to simulate a stationary positive AR(1) process?

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#time-series #simulation #stationary-processes
866
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Ratio of numbers when both can be positive or negative

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#time-series #ratio
1.7k
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Variance of AR(2) process

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#time-series
43
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Expected value of rate of return

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#numerical-methods #time-series
40
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Check Joint widesense stationarity

Published on
#probability #random-variables #time-series
457
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strong mixing of AR(1) process

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#probability-theory #time-series #mixing
225
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Power Series and Absolute summability

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#calculus #power-series #time-series
26
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A doubt about independence - simple state space model

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#independence #time-series #kalman-filter
226
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Proof that an AR(p) process is stationary IFF the roots of the characteristic equation lie outside the unit circle?

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#statistics #time-series #stationary-processes
50
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Does a repeated seasonal filter remove a polynomial trend

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#probability-theory #statistics #stochastic-processes #time-series
39
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Can conditional simulation improve estimation of stochastic process parameters?

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#stochastic-processes #estimation #time-series
216
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Calculate maximum delay between two signals?

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#fourier-analysis #matlab #signal-processing #time-series

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