Let {Zt} be independent normal random variables with mean 0 and variance σ2. Let a, b,...

Let {Zt} be independent normal random variables with mean 0 and variance σ². Let a, b, c be constants. Which of the following processes are stationary? Evaluate mean and autocovariance function.

(a) X_t = Z_tcos(at) + Z_t−1sin(bt)

(b) X_t =a+bZ_t + cZt−2

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orchestra answered 1 year ago

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