Marco Lago
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Filtering time series from common variance
Dear All, perhaps a more methodological question than a coding one. I want to filter time series from their common covarianc...
3 years 前 | 1 个回答 | 0
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Create Block Toeplitz Matrix
How can I create a block toeplitz matrix with all zero elements apart from the main diagonal band? If A and B are scalars the ...
3 years 前 | 2 个回答 | 0
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Passing Covariance Matrix in Likelihood Maximization
I've a question about code design for a numerical optimization of the likelihood function of the sort: LL = LogLik(x,y,Param,L...
3 years 前 | 1 个回答 | 0
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Avoiding loops in bootstrap
I've nested loops to bootstrap a statistical test results. The code works but it's very slow. Is there a way to improve the belo...
4 years 前 | 1 个回答 | 0