I have the following question: When $u$ and $v$ are stationary processes, how can I show that $z_{n+1} = u_{n} * z_{n} + v_{n}$ is also stationary?
Obviously it looks like a AR(1) with time varying coefficient, but I don´t know how to show it.
2026-03-25 16:08:19.1774454899
$z_{n+1} = u_{n} * z_{n} + v_{n}$ stationary?
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