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Covariance Stationary
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SOLVED: The MA(1) model Yt = /+ et + 0et-1 is actually part of the Wold representation which says that any covariance stationary process has the linear representation Yt = #+2bjet-j j=0
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Covariance stationary
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The transformed basis implied by a 1-D stationary covariance function. | Download Scientific Diagram
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Covariance stationary
