Exercise 6.9.13. Suppose yt is second-order stationary and fy( ) is nonnegative, bounded, and fy(1/2) = 0.

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Exercise 6.9.13. Suppose yt is second-order stationary and fy(ν ) is nonnegative, bounded, and fy(1/2) = 0. Let wt = yt −yt−1.

Find fw(ν ) in terms of fy(ν ).

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Advanced Linear Modeling

ISBN: 9783030291631

3rd Edition

Authors: Ronald Christensen

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Question Posted: Aug 31, 2024 06:05 AM

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Exercise 6.9.13. Suppose yt is second-order stationary and fy( ) is nonnegative, bounded, and fy(1/2) = 0.

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Advanced Linear Modeling

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