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hi, may i have help with this one ? : . For each t, Xt = Zt q 1 + 0.5Z 2 t1 , where

hi, may i have help with this one ? :

. For each t, Xt = Zt q 1 + 0.5Z 2 t1 , where {Zt} is i.i.d. standard normal sequence with zero mean and unit variance. Show that {Xt} is a white noise.

thx

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