1801统计简单essayshort
Measurement Noise Effect 1
题目
A latent stationary signal Y_t has gamma(0) = 5 and gamma(1) = 2. You observe X_t = Y_t + eta_t, where eta_t is iid noise with variance 1.5 independent of Y_t. What are gamma_X(0) and gamma_X(1)?
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你的答案
gamma_X(0)
gamma_X(1)