Let Zt, t E Z, be a sequence of independent and identically distributed RVs with P(Zt = 1) = P(Zt = −1) = 17121 te Z. 2' Determine if the following processes are weakly stationary. [(a) Xt = ZtZ|t-1], te Z (b) Y₁ = Z²t, te Z

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Question 2. Stationarity
Let Zt, t E Z, be a sequence of independent and identically distributed RVs with
P(Zt = 1) = P(Zt
==
-1)
=
te Z.
2'
Determine if the following processes are weakly stationary.
(a) Xt = ZtZ|t-1|, te Z
(b) Y = Z²t, tez
'0'
Transcribed Image Text:Question 2. Stationarity Let Zt, t E Z, be a sequence of independent and identically distributed RVs with P(Zt = 1) = P(Zt == -1) = te Z. 2' Determine if the following processes are weakly stationary. (a) Xt = ZtZ|t-1|, te Z (b) Y = Z²t, tez '0'
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