Question: Consider the time series Yt = A + Bt + Xt, teZ, where A and B are random variables that are independent of the covariance

Consider the time series Yt = A + Bt + Xt, teZ, where A and B are random variables that are independent of the covariance stationary time series {Xt, tez} whose mean and autocovariance functions are denoted ux and yx (h), h = 0, 1, 2, ..., respectively. What is the variance function of the time series {VYt, tez}? O Var(A) + Var(B) + Yx(h) h=0 O Var(A) + Var(B) O Var(B) + 7x(0) O Var(B) + 2(7x(0) - 7x(1) )

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