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4.7.2 Autoregressive Models

4.7.2 Autoregressive Models. A wide-sense stationary autoregressive process of order p is special case of an ARMA(p, q) process in which q = 0 ? all-pole filter Input ? unit variance white noise all-pole filter. autocorrelation sequence of an AR process.

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Ar 4 process - PowerPoint PPT Presentation

4.7.2 Autoregressive Models