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2. Let Zt = U sin(2xt) + V cos(2xt), where U and V are independent random variables, each with mean 0 and variance 1. (a)

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2. Let Zt = U sin(2xt) + V cos(2xt), where U and V are independent random variables, each with mean 0 and variance 1. (a) Is Zt strictly stationary? (b) Is Z, weakly stationary? 3. Suppose wt follows i.i.d Normal distribution N(0,1). For each of the following, state if it is a sta- tionary process. If so, give the mean and autocovariance functions. (a) Zt = We - Wt-3 (b) Zt = witt 4. Suppose Yt = 5+4t+ Zt, where { Zo} is a zero mean stationary series with autocovariance function (a) Find the mean function for Yt. (b) Find the autocovariance function for Y. (c) Is Ye weakly stationary? (Why or why not?)

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