# Show that if all the eigen values of F are less than 1 in absolute value (or equivalently that F k →…

Show that if all the eigen values of *F *are less than 1 in absolute value (or equivalently that *F _{k}*→ 0 as

*k*→∞), the unique stationary is given by the infinite series

Don't use plagiarized sources. Get Your Custom Essay on

Show that if all the eigen values of F are less than 1 in absolute value (or equivalently that F k →…

Just from $13/Page

and that the corresponding observation vectors are

Deduce that {*(*X’_{t}* ,*Y’_{t}* )*_} is a multivariate stationary process.