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=0k=0 But there exists an M oo such that Zi=lpi l< M, and therefore >i=o lpi+*l< M for k=0. 1. 2,..., meaning that h|<a2∑|pkM<m2Mf2 Hence, the MA(oo) process with absolute-summable coefficients is ergodicThen |γj | = σ 2 X∞ k=0 ϕj+kϕk ≤ σ 2X∞ k=0 |ϕj+kϕk| , and X∞ j=0 |γj | ≤ σ 2X∞ j=0 X∞ k=0 |ϕj+kϕk| = σ 2X∞ j=0 X∞ k=0 |ϕj+k||ϕk| = σ 2X∞ k=0 |ϕk| X∞ j=0 |ϕj+k|. But there exists an M < ∞ such that P∞ j=0 |ϕj | < M, and therefore P∞ j=0 |ϕj+k| < M for k = 0, 1, 2, ..., meaning that X∞ j=0 |γj | < σ 2X∞ k=0 |ϕk|M < σ 2M2 < ∞. Hence, the MA(∞) process with absolute-summable coefficients is ergodic. 7
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