Let {xt: t _ 1, 2, …} be a covariance stationary process and define γh= Cov(xt, xt+h) for h ≥ 0. [Therefore, γ0= Var(xt).] Show that Corr(xt, xt_h) = γh/ γ0
We need at least 10 more requests to produce the solution.
0 / 10 have requested this problem solution
The more requests, the faster the answer.