Analytical formula for the variance of ARMA(2,1) model
99090
Autocovariance of an ARMA(2,1) process - derivation of analytical model for $\gamma( k)$
92725
Closed form for the variance of a sum of two estimates in logistic regression?
87493
Unbiased estimator with minimum variance for $1/\theta$
128272
Expected value and variance of log(a)
34955
Is there a name or reference in a published journal/book for the following variance formula?
116797
How do I compute/estimate the variance of sequential data?
96119
Derive Variance of regression coefficient in simple linear regression
1301
Expected value and standard deviation of $X^2$ in terms of moments of $X$
23377
The distribution of the initial point of an AR process
39897
Mean and variance of a Beta distribution with $\alpha \ge 1$ or $\beta \ge 1$?
38224
Bias-Variance decomposition derivation
95625
Variance of product of multiple independent random variables
78524
UMP of a Beta($\theta,1$) distribution
24569
Why is forecasting of ARMA models performed by Kalman filter
109650
Order of ARMA models
79504
Analytical solution of a simple regression with fixed intercept
153056
From where term $\left(\frac{1}{n}+\frac{1}{m}\right)$ came in estimated variance of $\bar x - \bar y$