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Let (et) be IID(0,0) and define Xt = g(et, et1, . . ., etq), where g(.,...,.) is some real valued function. Show that Xt
Let (et) be IID(0,0) and define Xt = g(et, et1, . . ., etq), where g(.,...,.) is some real valued function. Show that Xt is strictly stationary.
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To demonstrate that the procedure Since X t is strictly stationary we must show t...
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Introduction To Statistical Limit Theory
Authors: Alan M. Polansky
1st Edition
0367383136, 9780367383138
