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Moving-average process of order one
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MA
(
1
)
)
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Mathematics
Area of mathematics
Probability and statistics
Time series
Autoregressive moving-average model
Moving-average model
2026-09-28
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A
moving-average
process of order one has the form
X
t
=
ε
t
+
θ
ε
t
−
1
and zero autocovariance beyond lag one.
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Moving-average model
Autoregressive moving-average model
Time series
Probability and statistics
Area of mathematics
Mathematics
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Past exam of the mathematics course of the University of Cambridge
/
2021
/
iii
/
Paper 218
/
6
/
d
/
Solution
Past exam of the mathematics course of the University of Cambridge
/
2023
/
iii
/
Paper 218
/
2
/
b
/
Solution
Past exam of the mathematics course of the University of Cambridge
/
2023
/
iii
/
Paper 218
/
2
/
d
/
iv
/
Solution
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