A temporal sequence of events measured at discrete points in time.

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2
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1answer
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Picking from two correlated distributions

Can anyone provide a simple example of picking from two distributions, such that the two generated time series give a specified value of Pearson's correlation coefficient? I would like to do this in ...
3
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3answers
242 views

estimating the accuracy of a method for forecasting the distribution

Say for a stock I want to do a simulation using 30 days of historical returns, and maybe generate 1000 paths, with 2 days as the forecast horizon. Say I have 100 of these 5 day blocks used for ...