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An AR(2) process is defined by X_n=a*X_{n-1}+(1/2)*X_{n-2}+E__n, where E_n is white noise, and a>0. If this process is stationary, then parameter a should satisfy A a>1/2 a>1 C a>2 None of above An ARMA process is defined by X_n=a*X_{n-1}+Z_{n}+bZ_{n-1}, where Z_n is white noise. If this process is stationary, which of the following conditions should be satisfies? A |b|<1

An AR(2) process is defined by X_n=a*X_{n-1}+(1/2)*X_{n-2}+E__n, where E_n is white noise, and a>0. If this process is stationary, then parameter a should satisfy A a>1/2 a>1 C a>2 None of above An ARMA process is defined by X_n=a*X_{n-1}+Z_{n}+bZ_{n-1}, where Z_n is white noise. If this process is stationary, which of the following conditions should be satisfies? A |b|<1

MATLAB: An Introduction with Applications
MATLAB: An Introduction with Applications
6th Edition
ISBN:9781119256830
Author:Amos Gilat
Publisher:Amos Gilat
Chapter1: Starting With Matlab
Section: Chapter Questions
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An AR(2) process is defined by X_n=a*X_{n-1}+(1/2)*X_{n-2}+E_n, where E_n is white noise, and a>0. If this process is stationary, then parameter a should satisfy A a>1/2 В а>1 с а>2 None of above An ARMA process is defined by X_n=a*X_{n-1}+Z_{n}+bZ_{n-1}, where Z_n is white noise. If this process is stationary, which of the following conditions should be satisfies? A [b|<1 B [b|>1 C lal<1 Jal>1
Transcribed Image Text:An AR(2) process is defined by X_n=a*X_{n-1}+(1/2)*X_{n-2}+E_n, where E_n is white noise, and a>0. If this process is stationary, then parameter a should satisfy A a>1/2 В а>1 с а>2 None of above An ARMA process is defined by X_n=a*X_{n-1}+Z_{n}+bZ_{n-1}, where Z_n is white noise. If this process is stationary, which of the following conditions should be satisfies? A [b|<1 B [b|>1 C lal<1 Jal>1
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