7. Let Z(x) be a stationary random function. Show that y(h) = C(0) - C(h) 8. Let Z*(x) be a stationary random function. n Z* (x) = λ₂ Z(x;) where 2; are constants. Show that i=1 V(Z"(x)) = ΣΣ^;^; Cov (Z(x;), Z(x;)) ij

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7. Let Z(x) be a stationary random function. Show that
y(h) = C(0) - C(h)
8.
Let Z*(x) be a stationary random function.
n
Z* (x) = [^; Z(x;) where λ; are constants. Show that
i=1
V (Z* (x)) = ΣΣ^;^; Cov (Z(x;), Z(x;))
ij
Transcribed Image Text:7. Let Z(x) be a stationary random function. Show that y(h) = C(0) - C(h) 8. Let Z*(x) be a stationary random function. n Z* (x) = [^; Z(x;) where λ; are constants. Show that i=1 V (Z* (x)) = ΣΣ^;^; Cov (Z(x;), Z(x;)) ij
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