Adam Hayes, Ph.D., CFA, is a financial writer with 15+ years Wall Street experience as a derivatives trader. Besides his extensive derivative trading expertise, Adam is an expert in economics and ...
This calculation can be used for hypothesis testing in statistics Adam Hayes, Ph.D., CFA, is a financial writer with 15+ years Wall Street experience as a derivatives trader. Besides his extensive ...
Subsampling and block resampling methods have been suggested in the literature to nonparametrically estimate the variance of statistics computed from spatial data. Usually stationary data are required ...
An important part of the identification and diagnostic checking of space-time ARMA models is the evaluation of the significance of the autocorrelations of the observations and residuals, respectively.
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