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The AstroStat Slog » ARCH

Posts tagged ‘ARCH’

[MADS] ARCH

ARCH (autoregressive conditional heteroscedasticity) is a statistical model that considers the variance of the current error term to be a function of the variances of the previous time periods’ error terms. I heard that this model made Prof. Engle a Nobel prize recipient. Continue reading ‘[MADS] ARCH’ »

Change Point Problem

X-ray summer school is on going. Numerous interesting topics were presented but not much about statistics (Only advice so far, “use implemented statistics in x-ray data reduction/analysis tools” and “it’s just a tool”). Nevertheless, I happened to talk two students extensively on their research topics, finding features from light curves. One was very empirical from comparing gamma ray burst trigger time to 24kHz observations and the other was statistical and algorithmic by using Bayesian Block. Sadly, I could not give them answers but the latter one dragged my attention.
Continue reading ‘Change Point Problem’ »