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Exercice 3
Random walk with drift
Consider the model X₁ = 8 + Xt-1 + Wt, where Wt are independent Normal (0, 1) variables, for all t > 1, and assume that X₁ = 0.
Fig: 1
Fig: 2
Random walk with drift
Consider the model X₁ = 8 + Xt-1 + Wt, where Wt are independent Normal (0, 1) variables, for all t > 1, and assume that X₁ = 0.
Fig: 1
Fig: 2
