Question: 5.1. Let {Xt : t Z} be a strictly stationary process. Then, show that the joint distribution function of Xt1 , . . .

5.1. Let {Xt : t ∈ Z} be a strictly stationary process. Then, show that the joint distribution function of Xt1 , . . . ,Xtn (t1, . . . , tn ∈ Z) depends only on t2 − t1, . . . , tn − tn−1.

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