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Parseval
  • Member for 3 years, 10 months
  • Last seen more than 3 years ago
  • Sweden
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question
2
Help understanding the step $\sum_{j=0}^n\sum_{k=0}^ng_jg_k\text{Cov}(\epsilon_{n-1},\epsilon_{n+h-k})=\sum_{j=0}^ng_j^2+h\sigma^2$
Apr 18, 2021
question
1
Question about slides in lecture note: What if we can't assume $\mu=0?$
Apr 20, 2021
question
1
Show that $Y_t$ and $Y_{t+h}$ are independent if $X_t$ is Gaussian
Apr 20, 2021
question
1
Show that $\mathbb{E}[(S+\xi)^2]\rightarrow 0$ as $n\rightarrow\infty$
Feb 1, 2021
question
1
Show that $\int_0^T(T-t)dW_t=\int_0^TW_t \ dt$
Feb 8, 2021
question
1
Show that stochastic integral is $F_W(t)-$measurable
Feb 10, 2021
question
1
Find best linear predictor of $X_2$ given $1, X_1$
May 24, 2021
question
1
Why is $Z_t$ uncorrelated with $X_{t-1}$ in $X_t=\theta X_{t-1}+Z_t$?
Aug 19, 2021
question
1
Show that $\text{Cov}[Z_t,Z_{t+h}]=\text{Cov}[Z_s,Z_{s+h}].$
Apr 17, 2021
question
0
Is the mean of a stationary timeseries the same everywhere?
Apr 17, 2021
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21
Related to greatest prime number that divides $n.$
16
ERROR: Could not build wheels for fasttext, which is required to install pyproject.toml-based projects
13
VS code shows print output in TERMINAL instead of OUTPUT
11
Express $f_n(x)=\cos{(n\arccos{x})}$ as a polynomial.
8
The number of solutions to $\cos^2{x}=\cos{2x}.$