Timeline for Auto correlation function of AR(p) process
Current License: CC BY-SA 3.0
4 events
| when toggle format | what | by | license | comment | |
|---|---|---|---|---|---|
| Dec 21, 2014 at 16:09 | vote | accept | clarkson | ||
| Nov 10, 2014 at 18:27 | comment | added | mpiktas | What precisely you do not understand? | |
| Nov 10, 2014 at 17:22 | comment | added | clarkson | Thanks for the explanation.But I don't understand the last part from $cov(Y_t,Y_t)=cov(Y_{t-1},Y_{t-1})+cov(Z_t,Z_t)$ | |
| Nov 10, 2014 at 14:09 | history | answered | mpiktas | CC BY-SA 3.0 |