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    Time Series Problem

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    (See attached file for full problem description)

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    Let {Z(s), s } is a stationary process. Define
    Suppose (Z(s1),....,Z(sn)) is observed at know locations {s1,....,sn}. Please find an optimal linear prediction of Z(s) based on the observations and function. How would you estimate function from the observations?
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    © BrainMass Inc. brainmass.com October 9, 2019, 5:01 pm ad1c9bdddf
    https://brainmass.com/statistics/multivariate-time-series-and-survival-analysis/time-series-problem-46183

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    Solution Summary

    There is an attached solution of the estimation function from the observations. The solution is a step by step time series solution.

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