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Q: Autocorrelation

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Mok-Kong Shen

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Apr 28, 2000, 3:00:00 AM4/28/00
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If one has autocorrelations of X_t and of Y_t and also the
crosscorrelations of X_t and Y_t, can one obtain something
useful about the autocorrelations of X_t + Y_t? Thanks.

M. K. Shen


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