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Describe the difference between strictly stationary processes and weakly stationary processes. Explain why weakly stationary multivariate normal processes are also strictly stationary. Show that

 

Describe the difference between strictly stationary processes and weakly stationary processes. Explain why weakly stationary multivariate normal processes are also strictly stationary. Show that the following bivariate time series process, (X,Y), is weakly stationary: 1 Xn=0.5X, 1+0.3Y,, 1+e Yn = 0.1Xn-1+0.8Yn 1+e where e and e are two independent white noise processes. Determine the positive values of c for which the process X = (0.5+ c)Xn-1 +0.3Yn-1+en Yn = 0.1Xn-1+ (0.8+ c)Y-1+ex is stationary.

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