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3. For each of the following, state if it is a stationary process. If so, give the mean and autocovariance functions. Note that {W} is i.i.d. N(0,1) (a) X₂=W₁-Wt-3 (b) Xt=W3 (c) X₂=t+W3 (d) X₁ = W₂² (e) Xt=W+Wt-2

3. For each of the following, state if it is a stationary process. If so, give the mean and autocovariance functions. Note that {W} is i.i.d. N(0,1) (a) X₂=W₁-Wt-3 (b) Xt=W3 (c) X₂=t+W3 (d) X₁ = W₂² (e) Xt=W+Wt-2

MATLAB: An Introduction with Applications
MATLAB: An Introduction with Applications
6th Edition
ISBN:9781119256830
Author:Amos Gilat
Publisher:Amos Gilat
Chapter1: Starting With Matlab
Section: Chapter Questions
Problem 1P
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3. For each of the following, state if it is a stationary process. If so, give the mean and autocovariance functions. Note that {W} is i.i.d. N(0,1) (a) Xt=W₁-Wt-3 (b) Xt=W3 (c) X₂=t+W3 (d) X₁ = W₂² (e) Xt=WtWt-2
Transcribed Image Text:3. For each of the following, state if it is a stationary process. If so, give the mean and autocovariance functions. Note that {W} is i.i.d. N(0,1) (a) Xt=W₁-Wt-3 (b) Xt=W3 (c) X₂=t+W3 (d) X₁ = W₂² (e) Xt=WtWt-2
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