1. World Decomposition for a non-linear process. Let y. = n + biz_, where m is i.i.d. N(0, g?), and b is a constant (a) Compute the autocovariances of y. (b) Give the World decomposition for y. What is the best linear predictor of y, based on knowledge of b. o', and 1-1: 17-2,.. .? (c) Suggest a consistent estimator of (b, o?). Are any additional restrictions needed for these parameters to be identified