Fig. 5.16. Stable Subzones [1], [ I]; @), @, @) @).- 
5.2.3.4 Autocovariance of AR(2). From Eq. 5.59 
X; + Q;Xp-4 + a7X1-2 = Ee; 
assuming E[X,] = 0, 
0 
{Ele,- E+] = d(r)oZ= . aay 
0(r) is Kronecker’s delta function. 
From Eq. 5.59 
0 rz0 
E[X,-+-€:] = 
al oo r= 0 (5.81) 
E[X, X,--] + Q,E[X-1 Xi] + a2 E[X-2- Xr] = Elles: Xi). 
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