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find sufficient statistics for theta. Let X1, ..., Xn be observations satisfying Xi = 0Xi-1 + Zi, i = 2, ..., n, where X1, Z2,

find sufficient statistics for theta.

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Let X1, ..., Xn be observations satisfying Xi = 0Xi-1 + Zi, i = 2, ..., n, where X1, Z2, . .., Zn are independent with X1 ~ N(0, 1) and Zi ~ N(0, 1), i = 2, ...,n. The parameter space is 0 = {0 : -1

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