Let {x, : t €T}, denote an ARMA(1,1) time series satisfying the equation: X; - H= B1 (x-1 -H)tu;+ aj uf1 Assume also that {u, : t eT} is an independent series with var(u,) = o2. Let (2) denote the spectral density function of the time series. Determine all global and local maxima of f(2) on the interval [0,7].
Let {x, : t €T}, denote an ARMA(1,1) time series satisfying the equation: X; - H= B1 (x-1 -H)tu;+ aj uf1 Assume also that {u, : t eT} is an independent series with var(u,) = o2. Let (2) denote the spectral density function of the time series. Determine all global and local maxima of f(2) on the interval [0,7].
MATLAB: An Introduction with Applications
6th Edition
ISBN:9781119256830
Author:Amos Gilat
Publisher:Amos Gilat
Chapter1: Starting With Matlab
Section: Chapter Questions
Problem 1P
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