Strictly stationary but not weakly stationary (not i.i.d case)

I am trying to find an example of strictly stationary but not weakly stationary. Plus, this example should not be i.i.d time series data. How can I find this example?

https://stackoverflow.com/questions/66756304/strictly-stationary-but-not-weakly-stationary-not-i-i-d-case March 23, 2021 at 10:08AM