Question:Given the process x(t) = a + bt + e(t), where e(t) is a white
noise...
Question
Given the process x(t) = a + bt + e(t), where e(t) is a white
noise...
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.