Question: Exercise 7.9.11. Let et be a second-order stationary process. Show that yt = et 1et1 and wt = et 1 1 et1 have the

Exercise 7.9.11. Let et be a second-order stationary process. Show that yt = et −θ1et−1 and wt = et − 1

θ1 et−1 have the same correlation function.

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