In: Statistics and Probability
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.