Let = X + Nt = μ+ €t-1 Vet X₁ Yt Zt = with A, ER and where {e} {n} are independent white noise processes with {e} WN (0,0²), and {n} ~ WN(0,02). Find ex- pressions for the following in terms of model parameters and where possible use notation of Kronecker-Delta functions: (a) cov(Xt-Et-k, Yt), for all k.

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