Financial Risk Manager Part 1
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In regard to white noise, each of the following statements is true except?
A
If a process is zero-mean white noise, then it must be Gaussian white noise.
B
If a process is Gaussian (aka, normal) white noise, then it must be (zero-mean) white noise.
C
If a process is Gaussian (aka, normal) white noise, then it must be independent white noise.
D
If a process is stationary, has zero mean, has constant variance and it serially uncorrelated, then the process is white noise.