lionelvoirol

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icon company Université de Genève icon location Genève icon location PhD Candidate Statistics | Lab: @SMAC-Group | University of Geneva | Interests: Statistics, Data Science, Business Analytics and Machine Learning

Results 2 issues of lionelvoirol

WLS for linear process estimation

TO DO before release: - testing - variable `model.hat` actually set to NA - `gmwm::theoretical_wv` neeed `model$desc`

bug theoretical wavelet variance AR1()

Issue 1)⚠️ When computing the theoretical wavelet variance of an AR1() process, one can see that if the phi parameter is smaller than 0 (but still contained in the bounds...