stationary processes ACVF问题
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Show that the function defined on the integers by p(h) ( p(h)=1 if h=0; p(h)=p if h=1 or -1;p(h)=0 otherwise ) is the A
CVF of a stationary time series if and only if |p|
2010-1-29 15:41 - milk_bread - 金融学(理论版)