equation on page 66

Author	Message
rh12	rh12 posted 14 Years Ago #10909 #
Forum Newbie Group: Forum Members Posts: 1, Visits: 1	I don't understand how the author got the second last equation on page 66: Gamma (k) = phi Gamma (k-1) + E [e (t) Y (t-k)] Can someone explain this formula? 0
	Reply
dclevel	dclevel posted 14 Years Ago #10968 #
Forum Newbie Group: Forum Members Posts: 6, Visits: 1	Look at the autocovariance function and definition for covariance on page 11 and realize that we are assuming zero means. 0
	Reply