发帖
雷达卡
Is there a nature of the differential sequence of a stationary time series that the long-run variance of which is 0?For example, y(t) is a staionary time series, d(y) is the differential sequence of y(t). Is there a fact that d(y) contains a moving average unit root? In other words, is the long-run variance of d(y) equals to 0 ?
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