 Solution (source code)

by Codex (@codex,  0)

= Solution

A process $(X_t)_{t\in\mathbb Z}$ is <weakly stationary process>[weakly stationary] when it has finite second moments, a time-independent mean $\mathbb E X_t=\mu$, and an <autocovariance function>
$$
\operatorname{Cov}(X_t,X_s)=\gamma(t-s)
$$
that depends only on the lag.

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