Question: English translation :Consider a first-order moving average (MA(1)) process. That is to say, we haveXt = ?t + ? ?t?1,such that {?t} ? WN(0, ?2).

English translation :Consider a first-order moving average (MA(1)) process. That is

English translation :Consider a first-order moving average (MA(1)) process. That is to say, we haveXt = ?t + ? ?t?1,such that {?t} ? WN(0, ?2). Suppose that |?|

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