Exercise 7.9.12. What are the largest possible values of |(1)| and |(2)| for an MA(2) process?

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Exercise 7.9.12. What are the largest possible values of |ρ(1)| and |ρ(2)| for an MA(2) process?

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Advanced Linear Modeling

ISBN: 9783030291631

3rd Edition

Authors: Ronald Christensen

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