Timeline for How to calculate the PSD of a stochastic process
Current License: CC BY-SA 3.0
13 events
when toggle format | what | by | license | comment | |
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Apr 13, 2017 at 12:19 | history | edited | CommunityBot |
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S Apr 27, 2016 at 23:57 | history | bounty ended | CommunityBot | ||
S Apr 27, 2016 at 23:57 | history | notice removed | CommunityBot | ||
Apr 27, 2016 at 17:53 | vote | accept | nabla | ||
Apr 26, 2016 at 6:03 | answer | added | Carlo Beenakker | timeline score: 8 | |
S Apr 19, 2016 at 22:07 | history | bounty started | nabla | ||
S Apr 19, 2016 at 22:07 | history | notice added | nabla | Draw attention | |
Apr 17, 2016 at 18:49 | comment | added | nabla | You're absolutely right, all linear SDEs with constant coefficients are OU vector processes. What about the general case? | |
Apr 17, 2016 at 8:48 | comment | added | Abhishek Halder | The equation you posted is also an OU process. The steps you listed for calculating PSD also apply for the (vector) case here giving the PSD array. | |
Apr 16, 2016 at 11:54 | comment | added | nabla | Not very successful here either. | |
Apr 14, 2016 at 15:12 | review | Low quality posts | |||
Apr 14, 2016 at 15:48 | |||||
Apr 14, 2016 at 14:57 | review | First posts | |||
Apr 14, 2016 at 15:26 | |||||
Apr 14, 2016 at 14:52 | history | asked | nabla | CC BY-SA 3.0 |