Suppose that Yn, n ∈ Z, are independent normally distributed random variables with mean μ and variance σ2. Consider the moving average process where a 0 ,...,a m are real numbers. Show that {Xn : n ∈...

Suppose that Yn, n ∈ Z, are independent normally distributed random variables with mean μ and variance σ2. Consider the moving average processwhere a₀,...,a_m
are real numbers. Show that {Xn : n ∈ Z} is a Gaussian process that is stationary and specify its mean and covariance functions. Justify that this process is not Markovian and does not have stationary independent increments.