Consider the bivariate stationary process { X t } defined by

Consider the bivariate stationary process {Xt} defined by

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Consider the bivariate stationary process { X t } defined by
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Xt1 = Zt ,

Xt2 = Zt + 0.75Zt−10,

where {Zt} ∼ WN(01). Elementary calculations yield μ = 0,

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