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Defining a known time series in R

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#time-series
34
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Reference request: estimation of AR processes with correlated noise

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#reference-request #time-series
22
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Meaning of "T-vector of time series values"?

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#bayesian #time-series
29
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Solving for a difference equation for $s_{t}$

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#statistics #summation #time-series #stationary-processes
77
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Find (1-p)/(1-q) where p and q are polynomials (AR-representation)

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#algebra-precalculus #time-series
678
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Difference operator: Proof by induction that $\Delta^k (X_t)= k!a_k+\Delta^k (Y_t)$

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#statistics #proof-writing #induction #time-series #finite-differences
87
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Under which conditions is the limit of the mean equal to the limit of the mean of the last elements of a sequence?

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#sequences-and-series #limits #statistics #time-series #stationary-processes
213
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one-step-ahead forecast in out-of-sample estimation

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#statistics #time-series
316
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Commute expected value and argmax for a noisy function with known argmax

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#probability #probability-theory #statistics #normal-distribution #time-series
294
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Shape of Impulse Responses of $ARMA(p,q)$ Processes

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#stochastic-processes #signal-processing #time-series
160
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Deriving the joint posterior pdf as a decomposition in terms of...

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#statistics #bayesian #bayes-theorem #time-series
37
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What are the odds based on time?

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#random-variables #time-series
55
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ML estimator of generalized least squares

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#statistics #matrix-calculus #time-series
744
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How to determine a trendline given a set of values, which represent changes of a particular metric over time?

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#statistics #time-series #regression-analysis
99
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independent and identically distributed Time series

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#time-series

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