Question: Repeat problem 12.27 for an AR process with autocorrelation xx(m) = a|m|cosm/2 Where 0 < a < 1. () %3D (4)ml

Repeat problem 12.27 for an AR process with autocorrelation γxx(m) = a|m|cosπm/2 Where 0 < a < 1.

Уи (т) %3D (4)ml

() %3D (4)ml

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