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AB


Harvard University

Active since 2015

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How to fit an ARMA model with observation noise
I'm trying to fit a model of the form, x(t) = AR1*x(t-1) + AR2*x(t-2) + MA1*eps(t-1) + eps(t), y(t) = x(t) + sig(t), wi...

8 years ago | 1 answer | 0

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line caps for eps figures
I am saving figures from Matlab as EPS files (print('-depsc2',fig_name) ) with the 'painters' renderer. When I open those figur...

9 years ago | 0 answers | 0

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