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Marcel Wieting


Last seen: mer än 3 år ago |  Active since 2020

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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 ...

mer än 3 år ago | 0 answers | 0

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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...

mer än 3 år ago | 1 answer | 0

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