# Covariance of an equal-weighted moving-average process

### Description

Here, `Sig[j,k] = 0`

if `|j-k|>K`

and `Sig[j,k] = 1 - |j-k| / K`

otherwise.

### Usage

1 | ```
ma(p, K)
``` |

### Arguments

`p` |
dimension of covariance matrix |

`K` |
moving-average bandwidth |

### Value

Returns the covariance matrix, `Sig`

, and the symmetric
square root, `A`

, of this matrix.

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