2.15 Suppose that X is a random variable with zero mean. Define a time series by Y,= (-1)'X. (a) Find the mean function
Posted: Sun Sep 05, 2021 5:15 pm
2.15 Suppose that X is a random variable with zero mean. Define a time series by Y,= (-1)'X. (a) Find the mean function for {Y}. (b) Find the covariance function for {Y}. (c) Is {Y} stationary?