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(Solved): 3. (Stationarity) For each of the following time series, identify if it is a stationary process. ...



3. (Stationarity) For each of the following time series, identify if it is a stationary process. If yes, compute the mean and

(a) \( X_{t}=t+W_{5} \)
(b) \( X_{t}=t+W_{t} \)
(c) \( X_{t}=W_{t}^{2} \)
(d) \( X_{t}=W_{t} W_{t-2} \)
(e) \( X_{t}=W_{t}-W_

3. (Stationarity) For each of the following time series, identify if it is a stationary process. If yes, compute the mean and autocovariance function. Here, we assume that is i.i.d. . (a) (b) (c) (d) (e) (f) Let and be independent random variables, each with mean 0 and variance , and let be a constant. Consider the following process:


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