Question: 1.11 Consider the linear process defined in (1.31). (a) Verify that the autocovariance function of the process is given by (1.33). Use the result to

1.11 Consider the linear process defined in (1.31).

(a) Verify that the autocovariance function of the process is given by

(1.33). Use the result to verify your answer to Problem 1.7.

(b) Show that xt exists as a limit in mean square (see Appendix A) if

(1.32) holds.

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