Obtain the autocorrelation for an ideal low pass stochastic process.
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- This is a question about Applied Stochastic Models. Question and definition used are attached.In regression analysis, what is the main problem caused by heteroskedasticity? Discuss first the nature of hetersokedasticity (explain what that is using an example) and then explain what problem it causes.Derive the likelihood function of a causal and invertible AR(p) Gaussian process.
