Let {x,: t €T}, denote an ARMA(1,1) time series satisfying the equation: 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 AA) on the interval (0,R].

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Let {x,:1eT}, denote an ARMA(1,1) time series satisfying the equation:
| *,- H= B (x,1 -4)tu, + aj u.1
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 A2) on the interval [0,7].
Transcribed Image Text:Let {x,:1eT}, denote an ARMA(1,1) time series satisfying the equation: | *,- H= B (x,1 -4)tu, + aj u.1 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 A2) on the interval [0,7].
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