3.2 Let w, be white noise with variance 62 and let @ 0. so in a sense, X, is "asymptotically stationary." (d) Comment on how you could use these results to simulate n observations of a stationary Gaussian AR(1) model from simulated iid N(0,1) values. (e) Now suppose x, = w/ 1- @2. Is this process stationary? Hint : Show var( x ) is constant and use part (b)