Question: Consider the two-dimensional process yt = (yt1 yt2) de ned as yt1 = t1 yt2 = yt+d1 + t2 where ti are independent, mutually independent,

Consider the two-dimensional process yt = (yt1 yt2) de ned as yt1 = t1 yt2 = yt+d1 + t2 where ti are independent, mutually independent, zero-mean processes with ti N(01) Find the cross-spectrum, the amplitude, and phase spectra, as well as the squared coherency of yt1 and yt2.

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