Let fztg be a sequence of i.i.d. Bernoulli random variables with parameter
1
2 . Decide on the stationarity of the following series:
(a) fxt; t 2 f0;_1;_2gg where if t is odd, xt is the value of a normal
observation with mean 1 2 and variance 1 4 , while for t even, xt = zt.
(b) x0 = c0; xt = 0:6xt1 + _t where _t is a sequence of independent
identically distributed random variables with zero-mean.
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