Calculating ARMA(p,q) variance
101341
Variance of an AR and ARMA process derived from lag notation
143742
Variance of sum of random number of random variables (Cambridge University Worksheet)
62481
Log or square-root transformation for ARIMA
26550
ARMA/GARCH estimation in sequence
115747
How can I calculate the R-squared of a regression with arima errors using R?
42345
Degrees of freedom in theoretical sample variance (for use in F-distribution)
103357
Estimate the population variance from a set of means
94712
Estimator of Variance of Error
147323
calculating mean of a random variable raised to a power
96119
Derive Variance of regression coefficient in simple linear regression
116797
How do I compute/estimate the variance of sequential data?
115886
E/Var of a random variable on three events
62621
Expected value and variance of trace function
158072
Variance of Gaussian linear combination
37476
HAC standard error or missing ARMA terms
103857
Estimate ARMA coefficients through ACF and PACF inspection
36807
Derivation of OLS Variance