Explain probabilistic structure of a gaussian markov process

Reference no: EM131354870

1. Explain the probabilistic structure of a Gaussian Markov process.

2. Explain how a Gaussian, Markov stationary process can give rise to an AR(1) model.

3. "An ARMA(p,q) representation constitutes a parsimonious version of a MA(`)." Discuss.

Reference no: EM131354870

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