If XtX_t is known to be stationary with eigenvalue |خ»|<1|خ»|<1, how can I then show that Yt=1(1−خ»LY_t = \frac{1}{(1-خ»L} is stationary? Where L is the lag-operator Xt−k=LkXt X_{t-k} =L^kX_t Thanks ================= ================= =================