Question

Fourier transform of time series by diagonalising matrix

score 50 · Answer 1 · 2022-11-13 16:05:56

50

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Fourier transform of time series by diagonalising matrix

Published on 13 Nov 2022 - 16:05

score 28 · Answer 2 · 2022-11-28 09:34:07

28

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Why do the bivariate vectors $(X_t, X_s)$ and $(X_s, X_t)$ from strictly stationary $X_t$ not have the same distribution?

Published on 28 Nov 2022 - 9:34

score 139 · Answer 3 · 2026-03-28 01:07:39

139

Views

Is the product of independent white noise also white noise?

Published on 28 Mar 2026 - 1:07

score 23 · Answer 4 · 2026-03-25 21:45:51

23

Views

Fuzzy Entropy, what is the correct exponential term?

Published on 25 Mar 2026 - 21:45

score 56 · Answer 5 · 2026-03-30 12:25:27

56

Views

Cumulative sum of trigonometric functions

Published on 30 Mar 2026 - 12:25

score 58 · Answer 6 · 2026-03-28 01:07:31

58

Views

Why is the fourier transform of the autocovariance function only integrated from $-\frac{1}{2}$ to $\frac{1}{2}$?

Published on 28 Mar 2026 - 1:07

score 51 · Answer 7 · 2022-12-12 07:04:59

51

Views

An inequality for first order autocorrelation.

Published on 12 Dec 2022 - 7:04

score 450 · Answer 8 · 2026-03-28 01:07:40

450

Views

Proof of the stationarity condition of ARMA model

Published on 28 Mar 2026 - 1:07

score 480 · Answer 9 · 2023-01-03 20:45:04

480

Views

Does type of moving average for an irregular time series exist already?

Published on 03 Jan 2023 - 20:45

score 34 · Answer 10 · 2026-03-30 14:12:02

34

Views

Can I use an identity to go from $\sin(2\pi(\omega(t + h) + \beta))\sin(2\pi(\omega t + \beta))$ to $\frac{1}{2}\cos(2\pi \omega h)$?

Published on 30 Mar 2026 - 14:12

score 31 · Answer 11 · 2023-01-08 06:56:32

31

Views

What kind of convergence actually takes place in the definition of ergodicity?

Published on 08 Jan 2023 - 6:56

score 120 · Answer 12 · 2023-01-08 08:19:10

120

Views

Definition of ergodicity and ergodicity for second moments of a stochastic process

Published on 08 Jan 2023 - 8:19

score 56 · Answer 13 · 2026-03-28 01:06:48

56

Views

Distribution of bivariate vectors for strictly stationary processes

Published on 28 Mar 2026 - 1:06

score 24 · Answer 14 · 2023-01-14 19:08:32

24

Views

Power Transformation of a Spectral Density Function

Published on 14 Jan 2023 - 19:08

score 65 · Answer 15 · 2023-01-15 17:50:24

65

Views

I need an explanation on why the variance of the distribution of noise term is considered as such

Published on 15 Jan 2023 - 17:50

List Question

Fourier transform of time series by diagonalising matrix

Why do the bivariate vectors $(X_t, X_s)$ and $(X_s, X_t)$ from strictly stationary $X_t$ not have the same distribution?

Is the product of independent white noise also white noise?

Fuzzy Entropy, what is the correct exponential term?

Cumulative sum of trigonometric functions

Why is the fourier transform of the autocovariance function only integrated from $-\frac{1}{2}$ to $\frac{1}{2}$?

An inequality for first order autocorrelation.

Proof of the stationarity condition of ARMA model

Does type of moving average for an irregular time series exist already?

Can I use an identity to go from $\sin(2\pi(\omega(t + h) + \beta))\sin(2\pi(\omega t + \beta))$ to $\frac{1}{2}\cos(2\pi \omega h)$?

What kind of convergence actually takes place in the definition of ergodicity?

Definition of ergodicity and ergodicity for second moments of a stochastic process

Distribution of bivariate vectors for strictly stationary processes

Power Transformation of a Spectral Density Function

I need an explanation on why the variance of the distribution of noise term is considered as such

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