spectral dencity function

  1. B

    autocovariance and power spectral density

    I need to find the solution to this question, could someone help? 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).