Question: QUESTION 2 Consider the AR( 1) process X. = 0.6 X,_, + Z, Assume that you have two observations of this process X, -5 and


QUESTION 2 Consider the AR( 1) process X. = 0.6 X,_, + Z, Assume that you have two observations of this process X, -5 and X, =3. Find the likelihood estimator of oz
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