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

College Algebra
1st Edition
ISBN:9781938168383
Author:Jay Abramson
Publisher:Jay Abramson
Chapter9: Sequences, Probability And Counting Theory
Section9.1: Sequences And Their Notations
Problem 1SE: Discuss the meaning of a sequence. If a finite sequence is defined by a formula, what is its domain?...
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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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