Find out whether each of the following processes {Xt} is weakly stationary or nonstationary. For the weakly stationary processes, find the mean and autocovariance functions. Consider in each question that {et}~ WN(0,02). and X₁ = Xt-1 for t≥ 2. X₁ = { 1 with probability p otherwise

MATLAB: An Introduction with Applications
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Find out whether each of the following processes {Xt} is weakly stationary or nonstationary. For the
weakly stationary processes, find the mean and autocovariance functions. Consider in each question that
{et} ~ WN(0, 0²).
and X₁ = Xt-1 for t ≥ 2.
X₁
=
{
1 with probability p
otherwise
0
Transcribed Image Text:Find out whether each of the following processes {Xt} is weakly stationary or nonstationary. For the weakly stationary processes, find the mean and autocovariance functions. Consider in each question that {et} ~ WN(0, 0²). and X₁ = Xt-1 for t ≥ 2. X₁ = { 1 with probability p otherwise 0
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This question examines whether the process Xt is weakly stationary or nonstationary. If the process is weakly stationary, the mean and autocovariance functions will be calculated. The process is a discrete stochastic process, where X1 is 1 with probability p and 0 otherwise, and Xt=Xt-1 for t2. The random noise is assumed to be white noise with mean 0 and variance σ2.

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