Course; Econometrics' a) Define a martingale sequence. Give the intuition of it and two examples. b) What is a white noi
Posted: Thu Jun 30, 2022 7:34 pm
Course; Econometrics'
a) Define a martingale sequence. Give the intuition of it andtwo examples. b) What is a white noise process? Give examples. c)Explain the difference between a moving-average and anautoregressive process.
a) Define a martingale sequence. Give the intuition of it andtwo examples. b) What is a white noise process? Give examples. c)Explain the difference between a moving-average and anautoregressive process.