Simon Mathieu
Followers: 0 Following: 0
Statistics
3 Questions
0 Answers
RANK
119,388
of 290,039
REPUTATION
0
CONTRIBUTIONS
3 Questions
0 Answers
ANSWER ACCEPTANCE
33.33%
VOTES RECEIVED
0
RANK
of 19,625
REPUTATION
N/A
AVERAGE RATING
0.00
CONTRIBUTIONS
0 Files
DOWNLOADS
0
ALL TIME DOWNLOADS
0
RANK
of 144,433
CONTRIBUTIONS
0 Problems
0 Solutions
SCORE
0
NUMBER OF BADGES
0
CONTRIBUTIONS
0 Posts
CONTRIBUTIONS
0 Public Channels
AVERAGE RATING
CONTRIBUTIONS
0 Highlights
AVERAGE NO. OF LIKES
Feeds
Question
Null hypothesis DoF parameter estimation
Hey guys, I know I already asked a question regarding this topic, but something still isn't clear. When we estimate an ARMA ...
5 years ago | 0 answers | 0
0
answersQuestion
Student t distribution in ARMA-GARCH model
Hi everyone, My director and I are disagreeing on something. I estimate ARMA-GARCH models using the Student t distribution. Wh...
5 years ago | 0 answers | 0
0
answersQuestion
Standard error of an Unconditional Variance?
Hi there, I am estimating an ARMA model on currency exchange returns. The output shows the variance (obviously the unconditio...
5 years ago | 1 answer | 0