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Sum of the autocovariance functions

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Reference no: EM131849249

If {Xt} and {Xt + Yt} are uncorrelated stationary sequences, i.e., if Xr and Ya are uncorrelated for every r and s, show that {Xt + Yt} is stationary with autocovariance function equal to the sum of the autocovariance functions of {Xt) and {Yt}. 

Reference no: EM131849249

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