The periodogram of an AR(2) model… i. Find the closed form formula for the maximum or minimum of ii. Compute the second derivative of h(f). iii. Use this information to discuss the graphs of...


The periodogram of an AR(2) model…



i. Find the closed form formula for the maximum or minimum of


ii. Compute the second derivative of h(f).


iii. Use this information to discuss the graphs of loge(p[f]) for AR(2) models in Figures 8.4, 8.5, 8.6, and 8.7.


Figures 8.4, 8.5, 8.6, and 8.7



May 22, 2022
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