For the jointly stationary bivariate process (left{left(x_{t}, y_{t} ight) ight}), show that [ gamma_{x y}(h)=gamma_{y x}(-h) ]

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For the jointly stationary bivariate process \(\left\{\left(x_{t}, y_{t}\right)\right\}\), show that

\[ \gamma_{x y}(h)=\gamma_{y x}(-h) \]

and

\[ ho_{x y}(h)=ho_{y x}(-h) \]

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Statistical Analysis Of Financial Data

ISBN: 9781032173467

1st Edition

Authors: James Gentle

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Question Posted: Apr 29, 2024 08:01 AM

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For the jointly stationary bivariate process (left{left(x_{t}, y_{t} ight) ight}), show that [ gamma_{x y}(h)=gamma_{y x}(-h) ]

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Statistical Analysis Of Financial Data

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