101 reputation
3
bio website marketmentat.com
location Australia
age 49
visits member for 1 year, 8 months
seen Nov 28 '13 at 6:08

I used to bother thinking up witticisms for these boxes... then I took an arrow to the knee.

Yes, the Guy Fawkes mask is ironic - but it was also ironic in 'V for Vendetta' (had to be: otherwise V was emulating some Catholic Taliban nutjob who wanted to impose Roman Shari'a on England).

I know, right? META.

PS I hate dilettante autodidacts (and/or autodidactic dilettanti) and people who think 'meta-[x]' gets them out of having to actually know what they're talking about.


Oct
13
comment Covariance of *sum* of k autocorrelated variables
Thanks for that, Alecos - what I was hoping to be able to do was express var(R) in terms of the autocovariance functions of the $r_t$, since for an MA(q), $$ cov(r_t, r_{t-j})=\sigma^2 \left [ \sum_{i=0}^{q-j} \theta_i \theta_{j+i} \right ]^2 $$ (for j = 1,...,q - 0 otherwise) - I have no doubt that it can be done, but it would involve decomposing the summation in your expression into combinations of the auto covariances. I think I'll have to do it by hand for a couple of q's and k's and see if I can see a pattern. Cheers GT
Oct
13
awarded  Editor
Oct
13
revised Covariance of *sum* of k autocorrelated variables
Fixed typo in 'guess' at var(r)
Oct
9
asked Covariance of *sum* of k autocorrelated variables
Jan
21
awarded  Autobiographer
Jan
21
awarded  Supporter