Consider a discreet time series / stochastic process -
where is white noise i.e. iid ~
I need to to prove this series is weak stationary when
Definition of weak stationary, I have/use
1. = constant, (independent of t)
2. i.e. independent of t, it is just a function of lag period, k.
I know this is a pretty basic question, but not really able to go ahead here. Can anyone please help with pointers, references, outline of the proof. Thanks