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...

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 = 0:6xt􀀀1 + _t where _t is a sequence of independent

identically distributed random variables with zero-mean.