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The autoregressive model is a particularity of class general ARIMA?

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#probability #probability-theory #statistics #stochastic-processes #time-series
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Why is a specific conditional density function in the state space model context assumed to be normal?

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#probability #probability-theory #statistics #time-series
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Binary variables in time series: integer linear programming

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#linear-programming #binary #integer-programming #time-series #constraints
688
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non-constant acceleration, how to find time and distance?

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#derivatives #mathematical-physics #time-series
41
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detect anomaly in time series

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#signal-processing #time-series
189
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Reference request in optimal stopping

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#optimization #stochastic-processes #finance #stochastic-analysis #time-series
28
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Stationary linear random fields

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#probability-theory #time-series
44
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Where is the error in this naive derivation of the Kalman filter?

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#probability #probability-theory #statistics #stochastic-processes #time-series
917
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Is explosive AR(1) stationary?

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#probability #stochastic-processes #time-series
274
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backshift operator notation

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#notation #time-series
110
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Conditional distribution at time t+1 given information at time t is normally distributed, showing that conditional distribution of sum is also normal

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#probability #stochastic-processes #normal-distribution #conditional-probability #time-series
113
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Match peaks of Time Series data better than troughs

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#statistics #time-series
46
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Finding statistically increasing and decreasing sub-sequences in a (noisy) vector

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#statistics #time-series #data-mining
593
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Variance of parameter estimate using recursive least squares

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#recursive-algorithms #time-series
286
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Geometric Brownian Motion as the limit of Binomial Tree

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#stochastic-processes #stochastic-calculus #time-series

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