Let , 2, C 1, 0, , 2, be a doubly infinite sequence of i i d random variables with mean 0 and variance o Consider the process constructed from (et) as follows for each t Z This process is called MA (1) Yt et 0et 1 Let , 2, C 1, 0, , 2, be a doubly infinite sequence of i i d random variables with m...

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Let ... , -2, C-1, 0, , 2,... be a doubly-infinite sequence of i.i.d. random variables...

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Probability and Random Processes With Applications to Signal Processing and Communications

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Authors: Scott Miller, Donald Childers

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Let ... , -2, C-1, 0, , 2,... be a doubly-infinite sequence of i.i.d. random variables...

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Probability and Random Processes With Applications to Signal Processing and Communications

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