Timeline for Variance of AR(1) process using lag operator
Current License: CC BY-SA 3.0
2 events
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Mar 31, 2018 at 15:56 | comment | added | Lucas Roberts | +1, this answer is great, plus it demonstrates the relationship between an AR(1) and an MA($\infty$) process. | |
Mar 31, 2018 at 15:23 | history | answered | Ale | CC BY-SA 3.0 |