Use equation to show that for n > p , the likelihood of the observations { X 1 , . . . , X n } of…

Use equation to show that for n > p, the likelihood of the observations {X1, . . . , Xn} of the causal AR(p) process defined by

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Xtφ1Xt−1 +· · ·+φpXtpZt , {Zt} ∼ WN(02),

is

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