Question

Let Wt for t=o, +-1, +-2 be a normal white noise process, and consider the series xt= Wt Wt-1. Determine the mean and autocovariance function of xt, and state whether it is Stationary​

Answer 1

Answer:

here is your hint

Step-by-step explanation:

Let wt for t = 0, \pm1, \pm2, ... be a normal white noise process and consider the series: xt=wtwt-1

Determine the mean and autocovariance function of xt and state whether it is stationary.

By saying that it is a normal white noise process, does that mean I assume the mean is 0? Are there other implications?