Let Y_n=X_n+Z_n, where Z_n is WN(0,1). X_n-U_n+aU_{n-1}+bU_{n-2), where U_n is WN(0,4). Which of the following statements is true? A gamma_Y(0)=(1+a^2+b^2)+4 B gamma_X(0)=1+a^2+b^2 C gamma_Y(1)-a+ab D gamma_Y(2)=4b

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Let Y_n=X_n+Z_n, where Z_n is WN(0,1). X_n=U_n+aU_{n-1}+bU_{n-2}, where U_n is WN(0,4). Which of the following
statements is true?
A gamma_Y(0)=(1+a^2+b^2)+4
B gamma_X(0)=1+a^2+b^2
c gamma_Y(1)=a+ab
D gamma_Y(2)=4b
If A(lambda)=2, then the value of inverse transform for a.1
已保存
A 2/(2*pi)
в 1/(2"p)
C 2
D 0
E
None of above
Transcribed Image Text:Let Y_n=X_n+Z_n, where Z_n is WN(0,1). X_n=U_n+aU_{n-1}+bU_{n-2}, where U_n is WN(0,4). Which of the following statements is true? A gamma_Y(0)=(1+a^2+b^2)+4 B gamma_X(0)=1+a^2+b^2 c gamma_Y(1)=a+ab D gamma_Y(2)=4b If A(lambda)=2, then the value of inverse transform for a.1 已保存 A 2/(2*pi) в 1/(2"p) C 2 D 0 E None of above
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