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Prove: Given the process x(t) = a + bt + e(t), where e(t) is a white noise process with known variance, show that y(t) =
Prove:
Given the process x(t) = a + bt + e(t), where e(t) is a white noise process with known variance, show that y(t) = x(t) - x(t-1) is a stationary time series.
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