4.9 Consider random variables Xij, i, j , such that (a) For each i, the random variables {Xij, j } follow an AR(1)

4.9 Consider random variables Xij, i, j ∈ ℤ, such that

(a) For each i, the random variables {Xij, j ∈ ℤ} follow an AR(1) process with parameter ????, so that E{Xij|Xij′ ∶ j

′ < j} = ????Xi,j−1.