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Testing predictability of a predictor of expected weekely returns on the stock market

score 14 · Answer 1 · 2026-03-03 02:00:54

14

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Testing predictability of a predictor of expected weekely returns on the stock market

Published on 03 Mar 2026 - 2:00

score 59 · Answer 2 · 2023-03-25 00:51:17

59

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$MA(q)$ : Show $\sqrt{n}\hat{\rho}(q + l)\underrightarrow{d} N(0, 1 + 2\sum _{j=1}^q\rho ^2\left(j\right)), l\ge 1 $

Published on 25 Mar 2023 - 0:51

score 53 · Answer 3 · 2023-03-25 22:24:51

53

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A question related to the Moving-average processes

Published on 25 Mar 2023 - 22:24

score 22 · Answer 4 · 2023-03-30 15:08:43

22

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Weakly stationary time process definition

Published on 30 Mar 2023 - 15:08

score 45 · Answer 5 · 2023-04-04 12:30:13

45

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Sum of two nonstationary exponential distribution.

Published on 04 Apr 2023 - 12:30

score 44 · Answer 6 · 2023-04-12 10:27:03

44

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Asymptotic normality of sample mean with time dependent expectation

Published on 12 Apr 2023 - 10:27

score 39 · Answer 7 · 2023-04-15 23:30:01

39

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Probability that $x$ will take a value in the future given that I know its current value

Published on 15 Apr 2023 - 23:30

score 52 · Answer 8 · 2023-04-16 17:53:14

52

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Example for stationary time series

Published on 16 Apr 2023 - 17:53

score 55 · Answer 9 · 2023-04-25 14:33:45

55

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Convergence L2 of conditional linear expectation of a time process on a finite past

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score 29 · Answer 10 · 2026-03-25 01:48:41

29

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In search of vector autoregression models supporting uniform bounds on coordinate-wise derivatives

Published on 25 Mar 2026 - 1:48

score 29 · Answer 11 · 2023-04-29 00:22:22

29

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Characterization of purely nondeterministic discrete parameter $L^2$-processes

Published on 29 Apr 2023 - 0:22

score 31 · Answer 12 · 2023-05-14 14:23:45

31

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$O_p$ notation in asymptotic proof

Published on 14 May 2023 - 14:23

score 23 · Answer 13 · 2023-05-15 22:22:13

23

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LLN on the sample mean of an AR(1)

Published on 15 May 2023 - 22:22

score 28 · Answer 14 · 2026-03-26 11:03:40

28

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Show time series is stationary

Published on 26 Mar 2026 - 11:03

score 32 · Answer 15 · 2023-05-19 14:55:17

32

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Changepoint detection: How to find several changepoints in a signal sampled from two hypothetical Gaussian distributions with different means?

Published on 19 May 2023 - 14:55

List Question

Testing predictability of a predictor of expected weekely returns on the stock market

$MA(q)$ : Show $\sqrt{n}\hat{\rho}(q + l)\underrightarrow{d} N(0, 1 + 2\sum _{j=1}^q\rho ^2\left(j\right)), l\ge 1 $

A question related to the Moving-average processes

Weakly stationary time process definition

Sum of two nonstationary exponential distribution.

Asymptotic normality of sample mean with time dependent expectation

Probability that $x$ will take a value in the future given that I know its current value

Example for stationary time series

Convergence L2 of conditional linear expectation of a time process on a finite past

In search of vector autoregression models supporting uniform bounds on coordinate-wise derivatives

Characterization of purely nondeterministic discrete parameter $L^2$-processes

$O_p$ notation in asymptotic proof

LLN on the sample mean of an AR(1)

Show time series is stationary

Changepoint detection: How to find several changepoints in a signal sampled from two hypothetical Gaussian distributions with different means?

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