An excercise question for time series analysis asks:
Given is the process $$ y_t = 0.8y_{t-1} 0.1y_{t-2} + u_t $$
- Is this process weakly stationary (I would answer this with the stability triangle)
2.Under which assumptions does this property imply strong stationarity
I thought, strong always implies weak, but not, that it can be the other way around?