Question: Let (wt : I E Z) ~ IIDN(O, 0'2) ,and consider the series (x, 2 r E Z) such that X; = 0.5w;_1 + MAMA2

Let (wt : I E Z) ~ IIDN(O, 0'2) ,and consider

Let (wt : I E Z) ~ IIDN(O, 0'2) ,and consider the series (x, 2 r E Z) such that X; = 0.5w;_1 + MAMA2 Determine the mean and autocovariance function of {xi} , and determine whether it is stationary

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