Suppose that we represent an ARMA (p, q) process as a cascade of an MA (q) fol-lowed by...

Suppose that we represent an ARMA (p, q) process as a cascade of an MA (q) fol-lowed by an AR (p) model. The input-output equation for the MA (q) model is

where w(n) is a white noise process. The input—output equation for the AR(p) model is

(a) By computing the autocorrelation of v(n), show that

(b) Show that