random walk

(redirected from Random walk with drift)
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Words related to random walk

a stochastic process consisting of a sequence of changes each of whose characteristics (as magnitude or direction) is determined by chance

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After testing several specifications, they found that a random walk with drift was the most appropriate model for their data.
In our case, [MATHEMATICAL EXPRESSION NOT REPRODUCIBLE IN ASCII] is taken as the point prediction deduced from the average trajectory of the random walk with drift model governing the evolution of the [K.
In particular, Watson's model assumed that the trend component of log GDP was a random walk with drift.
The random walk with drift assumption meant that the trend component [[tau].
The left-hand panel presents results from the drift-less random walk benchmark while the right-hand panel presents results from the random walk with drift.