Exponential autocovariance decay of a causal autoregression
= Exponential autocovariance decay of a causal autoregression
{title2=$|\gamma(h)|\leq Cs^{|h|}$}
The inverse autoregressive polynomial is an <analytic function> on a disk larger than the unit disk. The <Cauchy estimate> gives exponentially decaying coefficients of its <infinite moving-average representation>. Summing their products gives $|\gamma(h)|\leq Cs^{|h|}$ for some $s\in(0,1)$.