question of time series
- From: "wei.li.1@xxxxxxxxx" <wei.li.1@xxxxxxxxx>
- Date: Wed, 08 Aug 2007 04:02:46 -0000
X(t) ~ N(0, sigma^2)
autocorrelation function of X(t) is known to be acf(t).
what is the autocorrelation of X(t)^2 ?
.
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