Let X1, X2, . . . be independent with common mean µ and common variance σ...

Let X1, X2, . . . be independent with common mean µ and common variance σ 2 , and set Yn = Xn + 2Xn−1 + 3Xn−2. For j ≥ 0, find Cov(Yn,Yn−j).

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orchestra answered 1 year ago

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Let X1, X2, . . . be independent with common mean µ and common variance σ...

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