photo

Marcel Wieting


Last seen: plus de 3 ans il y a |  Actif depuis 2020

Followers: 0   Following: 0

Statistiques

Feeds

Afficher par

Question


Long-Run Variance AR(1)
Hi all, I think I have some misconception about long-run variances in AR(1) processes, maybe you can help out. I am simulating ...

plus de 3 ans il y a | 1 réponse | 0

0

réponse

Question


xcov sample covariance / dividing by N?
Dear matlab community, I looked into using xcov to calculate auto-covariances of a Tx1 time series vector. Using xcov in the fi...

plus de 3 ans il y a | 1 réponse | 0

1

réponse