Show that the spectral densities of AR(1) and MA(1) processes are given by (3.13) and (3.14), respectively.
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Show that the spectral densities of AR(1) and MA(1) processes are given by (3.13) and (3.14), respectively.
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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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