Question 4 Which of the following time sequence is a weak stationary? Justify your answer! zt...

Question 4

Which of the following time sequence is a weak stationary? Justify your answer!

zt =at,whereat ∼i.i.d.(0,1)forallt∈R.
zt =t+at,whereat ∼i.i.d.(0,1)forallt∈R.
zt = A sin(t + B), where A is a random variable with a zero mean and a unit variance and B is a random variable with a Uniform distribution (−π, π) independent of A. Hint: You may need to use the trigonometric formula 2 sin A sin B = cos(A − B) − cos(A + B) and others. You may also need to use the mean and the variance of Uniform random variable.

Expert Solution

orchestra answered 2 years ago

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