11. Which of the following are characteristics of a stochastic process Y₁ = ut ; ut~IID(0,0²)i)It has constant mean and varianceii)It contains trend componentiii)It crosses its mean value frequentlyIt is stationary in first difference formiv)a) (i) and (iii) onlyb) (ii) and (iv) onlyc) (i), (iii), and (iv) onlyd) (i), (ii), (iii), and (iv)

Answered: Image /qna-images/answer/b5d8788f-cf60-4510-8404-dc1b9712fec8.jpg

Answered: Which i) ii) iii) iv) = of the…

MATLAB: An Introduction with Applications

6th Edition

ISBN:9781119256830

Author:Amos Gilat

Publisher:Amos Gilat

Chapter1: Starting With Matlab

Section: Chapter Questions

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Which i) ii) iii) iv) = of the following are characteristics of a stochastic process Yt It has constant mean and variance It contains trend component It crosses its mean value frequently It is stationary in first difference form