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Consider the MA(2) model X, = e, + 0.5e,_, + 0.4e, 2 with e, ~ IID(0, o?). (i) Argue whether X, is a strictly stationary

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Consider the MA(2) model X, = e, + 0.5e,_, + 0.4e, 2 with e, ~ IID(0, o?). (i) Argue whether X, is a strictly stationary and ergodic process. (ii) Let X,, denote the sample mean of the X's generated from the above model. Obtain an expression for VIX,] and evaluate its behaviour as n - co. (iii) Show that Xn E[X,]

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