Let { Z t } be a causal stationary solution of the ARCH( p ) equations and with EZ 4 t < ∞....

Let {Zt} be a causal stationary solution of the ARCH(p) equations  and with EZ4t < ∞. Assuming that such a process exists, show that YtZ2t /α0 satisfies the equations

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Let { Z t } be a causal stationary solution of the ARCH( p ) equations and with EZ 4 t < ∞....
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and deduce that {Yt} has the same autocorrelation function as the AR(p) process

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