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Two processes Z, and Y are said to be independent if for any time points t, t, ..., tm and S, S2,, S, the
Two processes Z, and Y are said to be independent if for any time points t, t, ..., tm and S, S2,, S, the random variables {Z, Z, Zm} are independent of the random variables (Ys Ys2. Ysn}. Show that if Z, and Y, are independent stationary processes, then W = azt + BY is stationary where a and 3 are constants. 817 821
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John E Freunds Mathematical Statistics With Applications
Authors: Irwin Miller, Marylees Miller
8th Edition
978-0321807090, 032180709X, 978-0134995373
