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Hi. I am confused about this question. I have already got the autocovariance function for this time series but I do not know how to
Hi. I am confused about this question. I have already got the autocovariance function for this time series but I do not know how to calculate the spectral distribution function. My TA told me to use Lebesgue integral but I am not sure how to use this method. Could somebody help me? Thanks !!
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Jason
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