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Linear Combinations of Stationary Processes—Solution

Published online by Cambridge University Press:  11 February 2009

Gordon C.R. Kemp
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Type
Solutions
Information
Econometric Theory , Volume 13 , Issue 6 , December 1997 , pp. 897 - 898
Copyright
Copyright © Cambridge University Press 1997

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References

NOTE

1. An excellent solution also has been proposed by A.M. Robert Taylor, the poser of the problem.