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  3. if xt is strictly stationary, show that the joint

If Xt is strictly stationary, show that the joint distribution function of Xt1,...,Xtn depends only on the...

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Statistics

IfXt is strictly stationary, show that the joint distributionfunction of Xt1,...,Xtn depends only on the time differencet2-t1,...,tn-t(n-1)

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AnsThe class of all stochasticprocesses is too large to work with in practice We consider    See Answer
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