Timeline for Misunderstanding of time series autocovariance
Current License: CC BY-SA 4.0
8 events
| when toggle format | what | by | license | comment | |
|---|---|---|---|---|---|
| Jun 17, 2020 at 8:33 | history | edited | CommunityBot | Commonmark migration | |
| May 6, 2019 at 19:29 | comment | added | Dmitriy | ))) Yeah))) Hope, it also will be so simple - I've spent much time really tried to prove this... | |
| May 6, 2019 at 19:28 | history | edited | numerairX | CC BY-SA 4.0 | added 26 characters in body |
| May 6, 2019 at 19:27 | comment | added | numerairX | hmm hahaha good point didn't consider that, on first look that was my intuition because of the symmetric properties.. let's wait for a better answer! | |
| May 6, 2019 at 18:54 | comment | added | Dmitriy | But $gamma(n)$ isn't an arithmetic progression series, I supposed... | |
| May 6, 2019 at 18:52 | comment | added | numerairX | it's just writing out the summation inside the limit, your h is bounded by -n and n, use the arithmetic progression sum formula | |
| May 6, 2019 at 18:48 | comment | added | Dmitriy | Emm... Could you precise explain to me how do you have (y(-n) + y(n))/2 *2n? | |
| May 6, 2019 at 18:39 | history | answered | numerairX | CC BY-SA 4.0 |