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22-02-2024
Mathematics

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State whether or not a stationary stochastic process can have the following values of autocorrelations:

(a) rho1 = 0.80, rho2 = 0.55, rhok = 0 for k > 2
(b) rho1 = 0.80, rho2 = 0.28, rhok = 0 for k > 2

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