Can anyone help me with finding the mean and variances for bi?
Can someone help me with the follow textbook question from Time Series: Theory and Methods by Brockwell.
a)
I can do this with ease.
But i am stuck with this one :
b.
Thank=yoU!!
Thankyou!!
the 5 was because I had used unit weights, what you have is nearly correct at the next to last line above
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We are using the independednce of the s to replace the variance of the sum by the sum of the variances
You lose expectation operators part way through that should still be there, and have more than one operation that looks dubious to me.Or can I do something like...
CB