List questions from time-series

Published on 26 Mar 2026 - 16:05

358

Views

Independent variable vs. Uncorrelated variable confusion. How do I interpret this?

Published on 05 Apr 2015 - 8:04

54

Views

Linear transformation of vector ARMA processes

Published on 08 Apr 2015 - 12:54

234

Views

$h = \sum_{n=0}^\infty (ae^{j\omega})^n$ , how is the approximation of this equal to $\frac {1}{1-h}$

Published on 26 Mar 2026 - 22:18

60

Views

Stoppage time for sequence of uniform random numbers with a recursively shrinking domain

Published on 12 Apr 2015 - 15:49

1.9k

Views

Example of a white noise series that is not a martingale difference series with respect to its natural filtration

Published on 14 Apr 2015 - 20:01

72

Views

What weak stationarity tells use about the variance.

Published on 17 Apr 2015 - 13:31

262

Views

Finding the variance of the time series defined as $x_t=\phi x_{t-1}+w_t$, for $t=2,3,4,...$.

Published on 24 Apr 2015 - 18:26

81

Views

R nls function and starting values

Published on 26 Apr 2015 - 10:41

46

Views

reference for regime shifting models

Published on 25 Apr 2015 - 15:12

639

Views

Is an ARMA(p,0) process invertible?

Published on 29 Apr 2015 - 13:38

7.5k

Views

The autocovariance function of ARMA(1,1)

Published on 03 May 2015 - 23:08

3.4k

Views

Chirp with linearly changing frequency and amplitude?

Published on 06 May 2015 - 7:47

188

Views

Series convergence question

Published on 07 May 2015 - 12:55

165

Views

Why does differencing an ARMA model induce stationarity?

Published on 26 Mar 2026 - 17:42

List Question

How to find mean of random process with no limits given?

Independent variable vs. Uncorrelated variable confusion. How do I interpret this?

Linear transformation of vector ARMA processes

$h = \sum_{n=0}^\infty (ae^{j\omega})^n$ , how is the approximation of this equal to $\frac {1}{1-h}$

Stoppage time for sequence of uniform random numbers with a recursively shrinking domain

Example of a white noise series that is not a martingale difference series with respect to its natural filtration

What weak stationarity tells use about the variance.

Finding the variance of the time series defined as $x_t=\phi x_{t-1}+w_t$, for $t=2,3,4,...$.

R nls function and starting values

reference for regime shifting models

Is an ARMA(p,0) process invertible?

The autocovariance function of ARMA(1,1)

Chirp with linearly changing frequency and amplitude?

Series convergence question

Why does differencing an ARMA model induce stationarity?

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