Let {Xt , t ∈ Z} be a zero-mean second-order stationary process with covariance function γ. For t ∈ N, denote by Γt the (t ×t)-matrix given by


Let {Xt , t ∈ Z} be a zero-mean second-order stationary process with covariance function γ. For t ∈ N, denote by Γt the (t ×t)-matrix given by






May 23, 2022
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