Timeline for Linear process close to a Gaussian process
Current License: CC BY-SA 4.0
8 events
when toggle format | what | by | license | comment | |
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Jun 7, 2022 at 19:32 | vote | accept | PSE | ||
Jun 7, 2022 at 15:30 | answer | added | Iosif Pinelis | timeline score: 3 | |
Jun 7, 2022 at 14:34 | comment | added | PSE | Interesting comment and a good approach to try to find an example. Thanks. | |
Jun 7, 2022 at 14:26 | history | became hot network question | |||
Jun 7, 2022 at 13:38 | comment | added | jlewk | $\max_j |\psi_j|$ small is just a rewriting of the usual assumption for the CLT that no one term contains a constant proportion of the overall variance: a necessary condition for the CLT of $\sum_i\sigma_i \epsilon_i$ is $\frac{\max_k \sigma_k}{(\sum_i \sigma_i^2)^{1/2}} \to 0$. | |
Jun 7, 2022 at 7:14 | answer | added | Gilles Mordant | timeline score: 3 | |
S Jun 7, 2022 at 6:21 | review | First questions | |||
Jun 7, 2022 at 6:29 | |||||
S Jun 7, 2022 at 6:21 | history | asked | PSE | CC BY-SA 4.0 |