Question: Let Xt N (0, 2 ) be a sequence of i.i.d. normally distributed random variables. Discuss whether the following processes are strictly stationary and/or weakly

Let Xt N (0, 2 ) be a sequence of i.i.d. normally distributed random variables. Discuss whether the following processes are strictly stationary and/or weakly stationary?

(a) Yt = P 3 i=0 Xti , t = 3, 4, . . .

(b) Yt = Pt i=1 Xi , t = 1, 2, 3, . . .

(d) Yt = Pt i=1 X2 i , t = 1, 2, 3, . . .

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