Q1. Let {Xt |t ∈ [0, 1]} be a stochastic process such that EX2 t <...

Q1. Let {Xt |t ∈ [0, 1]} be a stochastic process such that EX2 t < ∞ for all t ∈ [0, 1] which is strictly stationary. Show that it is stationary

. Q2. Let {Xt |t ∈ I} be strictly stationary. Prove or disprove that process is with stationary increments.

Q3. Let {Xt |t ∈ I} be with stationary increments. Prove or disprove that the process is stationary.

Q4. Prove or disprove that the stochastic process {Xn|n ≥ 0}, where {Xn} is i.i.d., is with independent and stationary increments.

Q5. Prove or disprove that SSRW is stationary.

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Expert Solution

orchestra answered 1 year ago

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