Show that the bivariate process de ned by (8.10) has the spectrum given in (8.11) and therefore
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Show that the bivariate process de ned by (8.10) has the spectrum given in (8.11) and therefore the implied coherency of the process is one.
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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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