Explain the concept of strict stationarity of a time series. What are sucient conditions for weak stationarity of a time series? Is a weakly stationary time series necessarily strictly stationary? ...



Explain the concept of strict stationarity of a time series.





What are sucient conditions for weak stationarity of a time series? Is


a weakly stationary time series necessarily strictly stationary?





Regarding the previous question, propose two weak stationarity-inducing


transformations of yt.







May 05, 2022
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