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February 2nd, 2009, 07:00 PM  #1 
Newbie Joined: Feb 2009 Posts: 4 Thanks: 0  white noise/iid
Let {Zt} be IID N(0,1) noise and define Xt = {Zt, if t is even (Z2t1 – 1) / sqrt(2) , if t is odd } a) Show that {Xt} is WN(0,1) but not iid(0,1) noise. b) Find E(Xn+1 X1, … ,Xn) for n off and n even and compare the results. 

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noise or iid, white 
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