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In: Statistics and Probability

Mathematically derive the auto covariance function for y(t) = w(t) + θ1 · w(t - 1)...

Mathematically derive the auto covariance function for
y(t) = w(t) + θ1 · w(t - 1) + θ2 · w(t - 2) + θ3 · w(t - 3)

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