Let Y_n=X_n+Z_n, where Z_n is WN(0,1). X_n=U_n+aU_{n-1)+bU_{n-2), where U_n is WN(0,4). Which of the following statements is true? A gamma_Y(0)=(1+a*2+b^2)+4 B gamma_X(0)=1+a*2+b^2 gamma_Y(1)=a+ab D gamma_Y(2)=4b
Let Y_n=X_n+Z_n, where Z_n is WN(0,1). X_n=U_n+aU_{n-1)+bU_{n-2), where U_n is WN(0,4). Which of the following statements is true? A gamma_Y(0)=(1+a*2+b^2)+4 B gamma_X(0)=1+a*2+b^2 gamma_Y(1)=a+ab D gamma_Y(2)=4b If A(lambda)=2, then the value of inverse transform for a_1 is A 2/(2*pi) B 1/(2*pi) C 2 DO E None of above
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