consider the recursions composed of random variables X(n)and Z(n) for
2 2
n=...,-1,0,1,... Assume that E[Z(n)]=0, E[Z (n)]=σ
E[Z(n)Z(j)]=0 for all n≠j, E[Z(n)X(n-k)]=0 for k=1,2,.....
(a) if the recursion is given by X(n)=αX(n-1) +βZ(n),
find Rx(k)=E[X(n)X(n-k)] for k=0,1,2,....
(b)If the recursion is given by X(n)=β0 Z(n)+β1 Z(n-1) ,
find Rx(k)= E[X(n) X(n-k)] for k= 0,1,2,.....
請問這題有人會嗎?
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