Question: 4. Show that, if a model is AR(1) with constant variance and gaps appear in equally spaced data, the ratio of the largest variance to

4. Show that, if a model is AR(1) with constant variance and gaps appear in equally spaced data, the ratio of the largest variance to the smallest variance is at most 1/[1 − a].

Step by Step Solution

There are 3 Steps involved in it

1 Expert Approved Answer
Step: 1 Unlock blur-text-image
Question Has Been Solved by an Expert!

Get step-by-step solutions from verified subject matter experts

Step: 2 Unlock
Step: 3 Unlock

Students Have Also Explored These Related Categorical Data Analysis Questions!