Question
Consider the time series Xt = sin(2Ut), t = 1, 2, . . . , where U has a uniform distribution on the interval (0,
Consider the time series Xt = sin(2Ut), t = 1, 2, . . . , where U has a uniform distribution on the interval (0, 1).
Show that Xt is not strictly stationary (Hint: Consider P ( X1 > sin(/3), X2 > sin(/3) )and P( X2 > sin(/3), X3 > sin(/3) ) )
Step by Step Solution
There are 3 Steps involved in it
Step: 1
Get Instant Access to Expert-Tailored Solutions
See step-by-step solutions with expert insights and AI powered tools for academic success
Step: 2
Step: 3
Ace Your Homework with AI
Get the answers you need in no time with our AI-driven, step-by-step assistance
Get Started
College Algebra (Subscription)
Authors: Mark Dugopolski
6th Edition
0321916670, 9780321916679
