4 39 Let wt be a Gaussian white noise series with variance 2w Prove that the results of Theorem C 4 hold without error for the DFT of wt ...

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4.39 Let wt be a Gaussian white noise series with variance 2w . Prove that the results...

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4.39 Let wt be a Gaussian white noise series with variance σ2w

. Prove that the results of Theorem C.4 hold without error for the DFT of wt.

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Time Series Analysis And Its Applications With R Examples

ISBN: 9780387293172

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Authors: Robert H. Shumway, David S. Stoffer

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Question Posted: Nov 11, 2024 12:00 AM

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4.39 Let wt be a Gaussian white noise series with variance 2w . Prove that the results of Theorem C.4 hold without error for the DFT of wt.
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4.39 Let wt be a Gaussian white noise series with variance 2w . Prove that the results...

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Time Series Analysis And Its Applications With R Examples

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