1) Define a martingale sequence. Give the intuition of it and two examples.

Algebra & Trigonometry with Analytic Geometry
13th Edition
ISBN:9781133382119
Author:Swokowski
Publisher:Swokowski
Chapter10: Sequences, Series, And Probability
Section10.2: Arithmetic Sequences
Problem 64E
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1) Define a martingale sequence. Give the intuition of it and two examples.
2) What is a white noise process? Give examples.
3) Explain the difference between a moving-average and an autoregressive process.
Transcribed Image Text:1) Define a martingale sequence. Give the intuition of it and two examples. 2) What is a white noise process? Give examples. 3) Explain the difference between a moving-average and an autoregressive process.
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