ABSTRACT
The observations will be denoted by (:r 1 , x2 , ••• , XN ). The algebra in the next few sections is somewhat simplified if \Ve confine ourselves to the case \vhere N is even. There is no real difficulty in extending the results to the cas e where .i.V is odd (e.g. Anderson, 1971), and indeed many oft.he later estimation formulae apply for both odd and even iV, but some results require one to consider odd N and even N separately. Thus, if i'v' happens to be odd and a spectral analysis is required, computation can be made somewhat simpler by removing the first observation so as to make A! even. If N is reasonably large, little information is lost.
