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SOLVED: The MA(1) model Yt = /+ et + 0et-1 is actually part of the Wold representation which says that any covariance stationary process has the linear representation Yt = #+2bjet-j j=0
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Introduction to Non-Stationary Processes
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Stationary Time Series| AnalystPrep- FRM Part 1 Study Notes
Covariance stationary processes - YouTube
8.1 Stationarity and differencing | Forecasting: Principles and Practice (2nd ed)
Covariance, stationarity & some useful operators - ppt download
