Let {Zt} be IID N(0,1) noise and define Xt = {Zt, if t is even (Z2t-1 – 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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