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Determine the cross covariance function of the ARAM(1,1) process defined by - (0.5 0.5). X AX-E Aet-1 &~ WN(0, 12), A=


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Determine the cross covariance function of the ARAM(1,1) process defined by - (0.5 0.5). X AX-E Aet-1 &~ WN(0, 12), A=

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To determine the crosscovariance function of the ARMA11 process we first need to find the autocovari... blur-text-image

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