Question: Let wt, for t = 0, 1, 2, . . . be a normal white noise process, and consider the series xt = wtwt1. Determine

Let wt, for t = 0, ±1, ±2, . . . be a normal white noise process, and consider the series xt = wtwt−1.

Determine the mean and autocovariance function of xt, and state whether it is stationary.

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