1. If a Gaussian process is wide-sense stationary, it is also strict-sense stationary.
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Prove the property
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- Repeat Example 5 when microphone A receives the sound 4 seconds before microphone B.If X is exponentially distributed with parameter λ and Y is uniformly distributed on the interval [a, b], what is the moment generating function of X + 2Y ?b) What are the three models proposed as extensions of the GARCH model? Describe their advantages over the GARCH.