Feeds
提问
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 ...
5 years 前 | 0 个回答 | 0
0
个回答提问
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...
5 years 前 | 1 个回答 | 0
