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Dmitriy
  • Member for 9 years, 7 months
  • Last seen this week
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  • Moscow, Russia
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260
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9k
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2
answers
15
questions
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About

Risk manager, algotrader, programmer, researcher.

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Top posts

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question
3
Misunderstanding of time series autocovariance
May 7, 2019
question
2
Time series forecasting via decomposition and component-wise modelling
Oct 16, 2016
question
2
Cross-correlation for univariate GARCH models
May 2, 2023
question
1
Unit root test with different trend types
Aug 9, 2017
question
1
Forecast interval for ARIMA and ARIMA-GARCH model with $d\geq 1$
Aug 30, 2017
question
1
Quantiles of transformed series
Feb 11, 2019
question
1
Log transformation of TS-stationary time series?
May 7, 2019
question
1
Fast algorithm of ARIMA-GARCH model selection
Jul 18, 2023
answer
1
How do I interpret ARIMA(2,1,0) with drift
May 11, 2019
question
0
ARMA lag selection for ARMA-GARCH models
Apr 19, 2016

Top network posts

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15
Asynchronous Where Filter with Linq
12
How to add global exception handler for gRPC services in ASP.NET Core?
7
Problem with owned types mapping in EF Core 3.0
6
Rscript running trouble with TMPDIR via plink -ssh on Windows
6
Build R with OpenBLAS