Relation between autocovariance and spectral density in time series analysis


#1

Hi everyone this is Bhumi from Japan.
I am struggling to find the solution to the following problem can someone help me to provide an idea for this solution.
Question [consider the stochastic process {Xt;t ∈ Z}.
Let fX(λ) = |1 +1/3 eiλ|2 be the spectral density function and RX (t) be the
autocovariance function of {Xt; t ∈ Z}. What is the value of RX(1).]


#2

This is not a health-related question but rather a general statistical question. Please ask it at stats.stackexchange.com. I’ll remove the question tomorrow.