4.9 Consider random variables Xij, i, j , such that (a) For each i, the random...
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4.9 Consider random variables Xij, i, j ∈ ℤ, such that
(a) For each i, the random variables {Xij, j ∈ ℤ} follow an AR(1) process with parameter ????, so that E{Xij|Xij′ ∶ j
′ < j} = ????Xi,j−1.
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