1861统计简单essayshort
Long-Run Residual Variance 1
题目
A mean-reverting residual follows X_(t+1) = 1/2 X_t + epsilon_(t+1) with Var(epsilon_(t+1)) = 4. What is the stationary variance of X_t?
解题计时
0:00
提交作答时记录，用于后续平均用时统计。
你的答案
题目
A mean-reverting residual follows X_(t+1) = 1/2 X_t + epsilon_(t+1) with Var(epsilon_(t+1)) = 4. What is the stationary variance of X_t?
解题计时
0:00
提交作答时记录，用于后续平均用时统计。
你的答案