Let $\{Yt\}$ given by $Y_{t} = Z_{t}$

With $Z_{t} \sim{N}(0,\sigma^{2})$

What are $E[Y_t^{3}]$ and $ E[Y_t^{4}]$?


Since $Y_t=Z_t$ are normal random variables, you can use the moments defined here. That is

$$E[Y_t^3]=0, \ \ \ \ \ \ E[Y_t^4]=3\sigma^4$$


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