Recent content by kylepuah

  1. K

    time series with uniform residuals

    Hi all, I have encountered a problem below, would love to get a solution from the community as I have no clue on how to approach this problem Assume a time series with the following distribution. St= St-1+(-1)t ∗ U where U is a random variable with Uniform (0,a) distribution. a) Derive a...