List questions from time-series

Published on 07 Mar 2014 - 17:28

77

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$\frac{1}{n} \sum_{k=1}^{n-s} X_{k+s}X_{k}$ the same as $\frac{1}{n} \sum_{k=1}^{n} X_{k+s}X_{k}$ for $n \rightarrow \infty$?

Published on 07 Mar 2014 - 21:32

76

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Variance of Linear Combination in BSTS

Published on 12 Apr 2017 - 7:24

203

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what is a pure periodic function?

Published on 14 Apr 2017 - 18:48

82

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Estimating ARMA coefficients

Published on 26 Apr 2017 - 18:11

39

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Weak dependence of MA

Published on 27 Apr 2017 - 22:00

86

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Does there exist a r.v. $X$ with $E[x]= \mu$ and $Var[X]=\sigma^2$ for some fixed $\mu$ and $\sigma$

Published on 02 May 2017 - 17:03

133

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State-space representation of gammachirp filter

Published on 09 May 2017 - 23:21

113

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valleys and peaks notation for a time series

Published on 10 May 2017 - 14:58

81

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Is this a correct way of expressing number in natural logarithm

Published on 15 May 2017 - 22:11

349

Views

Simulation Dickey-Fuller distribution

Published on 17 May 2017 - 10:48

84

Views

Does stationarity of AR(p) imply innovations are i.i.d.?

Published on 27 Mar 2026 - 0:59

118

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Iterated sequence - general formula

Published on 20 May 2017 - 15:46

61

Views

Is forecasting appropriate for a seemingly random time-series?

Published on 21 May 2017 - 8:46

280

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AR(p) Covariance Matrix

Published on 23 May 2017 - 14:53

List Question

I have trouble understanding the proof of the Wold decomposition theorem

$\frac{1}{n} \sum_{k=1}^{n-s} X_{k+s}X_{k}$ the same as $\frac{1}{n} \sum_{k=1}^{n} X_{k+s}X_{k}$ for $n \rightarrow \infty$?

Variance of Linear Combination in BSTS

what is a pure periodic function?

Estimating ARMA coefficients

Weak dependence of MA

Does there exist a r.v. $X$ with $E[x]= \mu$ and $Var[X]=\sigma^2$ for some fixed $\mu$ and $\sigma$

State-space representation of gammachirp filter

valleys and peaks notation for a time series

Is this a correct way of expressing number in natural logarithm

Simulation Dickey-Fuller distribution

Does stationarity of AR(p) imply innovations are i.i.d.?

Iterated sequence - general formula

Is forecasting appropriate for a seemingly random time-series?

AR(p) Covariance Matrix

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