Question: Problem 1 (14 points) Show that the autocovariance function can be written as y(s, t) = E(Ts - /s) (It - At) = E(IsIt) -

Problem 1 (14 points) Show that the autocovariance function can be written as y(s, t) = E(Ts - /s) (It - At) = E(IsIt) - Heft where E(It) = /t and E(Ts) = /s

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