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 are less than 1 in absolute value (or equivalently that Fk→ 0 as k→∞), the unique stationary  is given by the infinite series

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

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

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