问题如下:
How does Gaussian white noise differ from general white noise?
选项:
解释:
General white noise can have any distribution and does not have the be independent across time. Gaussian white noise is iid, and each shock is normally distributed .
普通白噪声应该是服从正太分布的吧,我看在线性回归中关于error term的assumption中最后一条说The error term is normally distributed.(讲义170页).普通白噪声性质可参考回归中error term的assumption吗?