Question: 11.1 Let {xt : t 1,2,} be a covariance stationary process and define h Cov(xt ,xth) for h 0. [Therefore, 0

11.1 Let {xt : t  1,2,…} be a covariance stationary process and define h  Cov(xt ,xth) for h  0. [Therefore, 0  Var(xt ).] Show that Corr(xt ,xth)  h/0.

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