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The question: plese give examples of weak dependence and stationarity. In second part the task is deriving the mean, VAR, AR(1) of a random walk
The question: plese give examples of weak dependence and stationarity.
In second part the task is deriving the mean, VAR, AR(1) of a random walk and give explanations.
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Differential Topology
Authors: Amiya Mukherjee
2nd Edition
3319190458, 9783319190457
