Suppose ${Y_i}$ is a function of a stationary and ergodic process ${X_i}$. In other words, there exists a function $f$ such that we have $Y_i=f(X_i)$ for all $i$. Can we consider ${Y_i}$ to be a stationary and ergodic process as well?
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Suppose ${Y_i}$ is a function of a stationary and ergodic process ${X_i}$. In other words, there exists a function $f$ such that we have $Y_i=f(X_i)$ for all $i$. Can we consider ${Y_i}$ to be a stationary and ergodic process as well?