Question: EXERCISE 4 . Consider stochastic process (Xt,t=0,1,2,), defined by Xt=1+2t+Ut where 1 and 2 are known constants and Ut is a white noise process with

EXERCISE 4 . Consider stochastic process (Xt,t=0,1,2,), defined by Xt=1+2t+Ut where 1 and 2 are known constants and Ut is a white noise process with variance U2. (1) Determine whether Xt is stationary. (2) Show that the process Yt=XtXt1 is stationary. (3) Show that the mean of the following process Vt=2q+11j=qqXtj is equal to 1+2t, and give a simplified expression for the autocovariance function of Vt

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