Yt Yo C G 7 7 Consider a random walk y as the partial sum of

Last updated: 6/29/2023

Yt Yo C G 7 7 Consider a random walk y as the partial sum of a white noise process c with mean E c p and variance Var c o Use equation 7 7 to show that a E y b Var v yo te where yo is the initial value and to