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4.7 Suppose It and yt are stationary zero-mean time series with at indepen dent of ys for all s and t. Consider the product series

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4.7 Suppose It and yt are stationary zero-mean time series with at indepen dent of ys for all s and t. Consider the product series 2 = Ityt. Prove the spectral density for zt can be written as 1/2 f= ( w ) = fax (w - v) fy(v) du. - 1/2

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