3. For each of the following, find the mean and autocovariance and state if it is a stationary process. Assume W_t is a Gaussian white noise process that is iid N(0,1): (a) Z_t=W_t-W_{t-2}. (b) Z_t=W_t+3t. (c) Z_t=W_t^2. (d) Z_t=W_tW_{t-1}.
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a) Zt = Wt - Wt-2 Show moreā¦
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