Let the process xt be generated by a two-sided


Question: Let the process {xt} be generated by a two-sided moving-average process

Xt = 0.5Zt+1 + 0.5Zt-1  with  Zt ~ WN(0, σ2).

Determine the auto covariance and the autocorrelation function of {xt}.

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Engineering Mathematics: Let the process xt be generated by a two-sided
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