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wold's theorem

  1. Nicole Seaman

    P1.T2.508. Wold's theorem

    Learning outcomes: Describe Wold’s theorem. Define a general linear process. Relate rational distributed lags to Wold’s theorem Questions: 508.1. Wold's representation theorem points to an appropriate model for a covariance stationary residual such that: a. Any autoregressive process of (p)...