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Normally not, or even if - that would get you into trouble, since you'd have to drop the i.i.d assumption of residuals and then you could basically use almost no estimator anymore, for any moment. Even if and you could decompose into something like $f(t) + X_t + Y_t$, where $Y_t$ i.i.d, $X_t$ some dependent stochastic process and $f$ a deterministic ...

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