4.40 Show that condition (4.41) implies (C.19) under the assumption that wt wn(0, 2w ). ...
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4.40 Show that condition (4.41) implies (C.19) under the assumption that wt ∼ wn(0, σ2w
).
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Time Series Analysis And Its Applications With R Examples
ISBN: 9780387293172
2nd Edition
Authors: Robert H. Shumway, David S. Stoffer
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