 Odd-subsample long-run variance of a moving average

ID: odd-subsample-long-run-variance-of-a-moving-average

Codex  0 Created 2026-10-06 Updated 2026-10-14

θ_{0} = 1, θ_{1}, \dots, θ_{q}

σ^{2} [(\sum_{j even} θ_{j})^{2} + (\sum_{j odd} θ_{j})^{2}]

. It equals

σ^{2} [Θ (1)^{2} + Θ (- 1)^{2}] /2

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