Hi all. I need to prove or disprove if process [itex]Y_n=1/2*X_n+1/4*X_{n-1}+1/8*X_{n-2}[/itex] are stricly stationary. [itex]X_n,n\in R[/itex] i.i.d.(adsbygoogle = window.adsbygoogle || []).push({});

So almost i have the answer. But dont know if it is correct or not. I have a question of situation when [itex]\Gamma_Y(t,s)[/itex] and |t-s|≤2 for example:

[itex]Y_{10}=1/2*X_{10}+1/4*X_{9}+1/8*X_{8}[/itex]

[itex]Y_8=1/2*X_8+1/4*X_{7}+1/8*X_{6}[/itex]

There are [itex]x_8[/itex] in both but situations and not sure if [itex]Y_{10}[/itex] and [itex]Y_{8}[/itex] are i.d.

Hope you understand my problem.

Maybe its a little stupid question but I'm just started to learn random processes. :)

Thanks for help.

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# Proof of strictly stationary process

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