Let xt be an AR(p) process with characteristic polynomial x(u) and yt be an AR(q) process with
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Let xt be an AR(p) process with characteristic polynomial x(u) and yt be an AR(q) process with characteristic polynomial y(u)What is the structure of the process zt with zt = xt + yt?
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Related Book For 
Time Series Modeling Computation And Inference
ISBN: 9781498747028
2nd Edition
Authors: Raquel Prado, Marco A. R. Ferreira, Mike West
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