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Prove Theorem 7.4
THEOREM 7.4
If the autoeorrelation lag entries of matrix R1 of Eq. (7.45) correspond to thosc of an ARMA process of ordcr (p1, q1, the rank of R1 isp1, provided that p ≥ p1 and q ≥ p1.
Statistics and Probability, Statistics
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