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nothing much. I'm not so great at latex but trying to get better. thanks.


13h
asked showing something supposedly obvious in the proof of the fletcher-powell algorithm
Jan
21
comment understanding a statement in Gill, Murray and Wright “Practical Optimization”
Very nice. Thank you daw. I checked the answer.
Jan
21
accepted understanding a statement in Gill, Murray and Wright “Practical Optimization”
Jan
21
revised understanding a statement in Gill, Murray and Wright “Practical Optimization”
added 31 characters in body
Jan
21
asked understanding a statement in Gill, Murray and Wright “Practical Optimization”
Jan
17
asked why not handle box-constraints with a transformation
Nov
23
comment proving that the ewma is convex
thanks michael. I get it now. I looked quickly at the paper without reading it carefully. and your explanation was really great. unfortunately, I can't assume that my $X_t$ are zero or positive which means it's not convex which means that there can be local minimums which is not good when doing optimization over $\lambda$.
Nov
23
comment proving that the ewma is convex
michael: I think I understand now. The sum of convex functions is convex but you're not saying that $(1-\lambda)\lambda X_t$ is a convex function of k for ALL $X_t$ but rather Just for $X_t = 1$. Is that the correct understanding ? Thanks again and I do appreciate your help.
Nov
23
comment proving that the ewma is convex
hi michael: I'm sorry for the dumb question but, if the sum of convex functions is convex, then isn't the sum convex which is the function I referred to in my initial email ? I guess it doesn't but if you could explain that ( my brain and math don't always see eye to eye :) ) , it's appreciated. Mark
Nov
22
comment proving that the ewma is convex
Hi Michael: Thank you for your input. The link of the paper I refererred to is below. The statement is on page 7 and the paragraph starts with the word : "Nevertheless". I don't doubt that you are correct but I am going to simulate the process and use the definition of convexity with different values of t_1 and t_2 to see it in action. Thanks again and I'll let you know what comes from that exercise.er.ethz.ch/publications/MAS_Johan_Boissard_Dec12.pdf
Nov
22
comment proving that the ewma is convex
Hi Michael: I read the statement in someone's thesis but it could be incorrect. My apologies. Also, some define it without the $1-\lambda$ term so if that's causing the lack of convexity, that would be why.
Nov
21
asked proving that the ewma is convex
Nov
18
awarded  Yearling
Sep
24
awarded  Autobiographer
Sep
4
accepted finite geometric series has a known sum. does this imply anything about the halfway point ?
Sep
4
answered finite geometric series has a known sum. does this imply anything about the halfway point ?
Sep
4
comment finite geometric series has a known sum. does this imply anything about the halfway point ?
no problem crostful. it turns out that I sort of solved my problem. I will write the answer in the answer your question section.
Aug
31
comment finite geometric series has a known sum. does this imply anything about the halfway point ?
thanks but I should have mentioned that it's not going to hold exactly. Note thought that for small enough $\rho$ and\or large enough $N$, it can hold, albeit approximately. In econometrics, we're always dealing with approximations. My question is whether the approximation being true, then implies "symmetry" of what term is the finite sum is 1/2. In other words, will it always be the case that the term that is 1/2 always occurs in the middle of the sum ? Thanks and sorry for not being clear.
Aug
31
asked finite geometric series has a known sum. does this imply anything about the halfway point ?
Aug
21
comment radius of convergence for $\sum_{n=1}^{\infty} \frac{z^{n} n^{n}}{n!}$ and $\sum_{n=1}^{\infty} z^{n!}$
@rehband: gotcha. and it seems that besides applying the root test to the whole expression you can also do the limsup thing on the whole expression also. now I understand A) and B). your explanation is really appreciated.