@GolinoHudson Interesting appoach! Did you compare performance of the index against other “assumption” tests (nonstationarity, scaling exponents), like e.g. in https://t.co/fRDl6foqw5
@Oisin_Ryan_ @tkaiser_science @fdabl Great work as usual! I’d appreciate a discussion of known empirical facts such as described by Olthof et al. https://t.co/fRDl6foYlD or earlier e.g. in Kello et al. https://t.co/uN60IbJDPx Does this really resolve those
@DejonckheerEgon @merijn_mestdagh @demeyerfebe Definitely an improvement over Lord & Novick's brain washing!😀Imo profound assumptions about the data generating process are made, some of which I'd argue are known to be invalid for ESM/EMA data: https://
@LeonieVogelsm @Kim_De_Roover This looks very interesting! I was wondering your question concerns testing the ergodic condition, but I didn’t see any tests for memorylessness, stationarity (trend, level, acf), homogeneity, etc. Which seems rather important