Question: Let {start = 0,1,2,.--} be white noise with unit variance. Consider a covariance stationarv process that begins at t=0 and is defined as follows: Y0

Let {start = 0,1,2,.--} be white noise with unit variance. Consider a covariance stationarv process that begins at t=0 and is defined as follows: Y0 = {7160; Y1 = 72K) + 61, and Y: = blYtl +2Yr2 +613: = 2:3: What is the value of if it is known that (Hint: Equate the variance at time t to the variance at time D and solve.) \f

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