Autocovariances
Corrected the error on slide 6. tau_0 is the varaiance in (7). Also fixed the missing Y_0 in the conditional expectation as you pointed out. Thank you!
R
Published Sep. 11, 2013 3:37 PM
Corrected the error on slide 6. tau_0 is the varaiance in (7). Also fixed the missing Y_0 in the conditional expectation as you pointed out. Thank you!
R