Let f"tg be a sequence of independent identically distributed random variables with zero-mean and variance _2. Is the sequence fyt : t 2 Zg de_ned by yt = "t+"t􀀀1+"t􀀀2 "t􀀀3 a linear process? Is the...

Let f"tg be a sequence of independent identically distributed random

variables with zero-mean and variance _2. Is the sequence fyt : t 2 Zg de_ned

by yt = "t+"t􀀀1+"t􀀀2 "t􀀀3 a linear process? Is the process yt = "t+"t􀀀1+"t􀀀3

causal?

Can a stationary process be non-causal? Discuss.

Let the process fyt : t 2 Zg be de_ned by yt = _ yt􀀀1 +"t where f"tg is

a sequence of identically distributed Student t random variables with _ = 2

degrees of freedom. Is this process second order stationary?